The Sample Spectrum of Time Series with Trading Day Variation

M. McNulty and Wallace Huffman

Staff General Research Papers Archive from Iowa State University, Department of Economics

Abstract: A time series that is constructed as the monthly total of the daily levels of some activity will contain trading day variation. This letter presents the sample spectrum of a trading day variable. The presence of the identified patterns in the sample spectrum of an observed time series indicates the presence of trading day variation.

Date: 1989-01-01
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Published in Economics Letters 1989, vol. 31, pp. 367-370

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