A Diagnostic for Seasonality Based Upon Polynomial Roots of ARMA Models

Data publikacji: 22 cze 2021

Zakres stron: 367 - 394

Otrzymano: 01 maj 2019

Przyjęty: 01 wrz 2020

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

Słowa kluczowe

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.