Determining the order of differencing in seasonal time series processes

DOI10.1111/1368-423X.00048zbMath0970.91062OpenAlexW2111295875MaRDI QIDQ2707873

Philip Hans Franses, A. M. Robert Taylor

Publication date: 4 April 2001

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1368-423x.00048

zbMATH Keywords

seasonal adjustmentmultiple seasonal unit roots

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

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