Time Series Modelling and Decomposition

Estelle Dagum

Statistica, 2010, vol. 70, issue 4, 433-457

Abstract: The paper provides an overview of techniques and methods in time series modeling and decompositions with focus on business cycle, models for seasonality, the moving holiday component, the trading-day component and the irregular component.

Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:70:y:2010:i:4:p:433-457

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