Modeling Time Series With Calendar Variation

DOI10.2307/2288114zbMath0534.62063OpenAlexW4238309269MaRDI QIDQ3317944

William R. Bell, Steven C. Hillmer

Publication date: 1983

Full work available at URL: https://doi.org/10.2307/2288114

zbMATH Keywords

trendsautocorrelationARIMA modelsmodeling time seriescalendar variationeaster holiday variationmonthly time seriestrading day variation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (14)

OPTIMALITY OF GLS FOR ONE-STEP-AHEAD FORECASTING WITH REGARIMA AND RELATED MODELS WHEN THE REGRESSION IS MISSPECIFIED ⋮ Testing for adequacy of seasonal adjustment in the frequency domain ⋮ Changes in seasonal patterns. Are they cyclical? ⋮ Identification of seasonal arima models using a filtering method ⋮ The sample spectrum of time series with trading day variation ⋮ A Review of Seasonal Adjustment Diagnostics ⋮ Flexible modelling of diel and other periodic variation in hidden Markov models ⋮ Analysis of seasonal level shift (SLS) detection in SARIMA models ⋮ Changes in seasonal patterns ⋮ The effect of seasonal adjustment filters on tests for a unit root (with discussion) ⋮ A general structural model for decomposing time series and its analysis as a generalized regression model ⋮ Restricted estimation of an adjusted time series: application to Mexico's industrial production index ⋮ Automatic time series modeling,intervention analysis, and effective forecasting ⋮ Estimating the Effect of Parameter Uncertainty in Repeated Sample Surveys

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