Periodic Time Series Models
by Philip Hans Franses
and Richard Paap
- 1. Introduction
- 2. Properties of seasonal time series
- 3. Univariate periodic time series models
- 4. Periodic models for trending data
- 5. Multivariate periodic time series models
- Appendices
description
- Non-seasonally adjusted time series
- Seasonally adjusted time series
corrections and additions
