Seasonal Integration and the Evolving Seasonals Models

Svend Hylleberg () and Adrian Rodney Pagan

Economics Working Papers from School of Economics and Management, University of Aarhus

Abstract: In this paper it is argued that describing seasonal patterns as an evolving seasonals model in which the coefficients attached to seasonal trigonometric terms follow simple autoregressive processes can be very usefule when one is faced with the task of extending well known results obtained for non seasonal time series to the seasonal Case.

Keywords: ECONOMIC MODELS; REGRESSION ANALYSIS (search for similar items in EconPapers)
JEL-codes: C12 C13 C22 (search for similar items in EconPapers)
Date: 1996

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Related works:
Working Paper: Seasonal Integration and the Evolving Seasonals Model (1995)
Journal Article: Seasonal integration and the evolving seasonals model (1997)
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Persistent link: http://EconPapers.repec.org/RePEc:aah:aarhec:1996-14

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