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Journal of Official Statistics
Volume 37 (2021): Issue 2 (June 2021)
Open Access
A Diagnostic for Seasonality Based Upon Polynomial Roots of ARMA Models
Tucker McElroy
Tucker McElroy
Research and Methodology Directorate
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McElroy, Tucker
Jun 22, 2021
Journal of Official Statistics
Volume 37 (2021): Issue 2 (June 2021)
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Published Online:
Jun 22, 2021
Page range:
367 - 394
Received:
May 01, 2019
Accepted:
Sep 01, 2020
DOI:
https://doi.org/10.2478/jos-2021-0016
Keywords
Autoregressive estimator
,
seasonal adjustment
,
spectral peaks
,
visual significance
© 2021 Tucker McElroy, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.
