Seasonal ARMA(p,q) Processes

John D. Levendis
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John D. Levendis: Loyola University New Orleans

Chapter Chapter 6 in Time Series Econometrics, 2023, pp 127-141 from Springer

Abstract: Abstract Many financial and economic time series exhibit a regular cyclicality, periodicity, or “seasonality.” When econometricians say data is “seasonal”, they simply mean that there is some sort of periodicity, whether it is weekly, monthly or yearly. Seasonal models can be be deterministic or stochastic, stationary or integrated, additive or multiplicative.

Date: 2023
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DOI: 10.1007/978-3-031-37310-7_6

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