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Keyword: seasonal time series;
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Josu Artech and Peter M Robinson
There has recently been great interest in time series with long memory, namely series whose dependence decays slowly in the sense that autocovariances are not summable and the spectral density is unbounded. This concept ...Read more...
Andrew C Harvey, Siem Jan Koopman and Marco Riani
A number of important economic time series are recorded on a particular day every week. Seasonal adjustment of such series is difficult because the number of weeks varies between 52 and 53 and the position of the recordi...Read more...