A Diagnostic for Seasonality Based Upon Polynomial Roots of ARMA Models

Pubblicato online: 22 giu 2021

Pagine: 367 - 394

Ricevuto: 01 mag 2019

Accettato: 01 set 2020

DOI: https://doi.org/10.2478/jos-2021-0016

Parole chiave

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.