Periodic autoregressive models for time series with integrated seasonality

DOI10.1080/00949655.2020.1827407OpenAlexW3092109696MaRDI QIDQ5065246

Domenico Cucina, Roberto Baragona, Francesco Battaglia

Publication date: 18 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2020.1827407

zbMATH Keywords

genetic algorithmsunit root testseasonal unit roots

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Seasonal integration and cointegration
• Variance ratio tests of the seasonal unit root hypothesis
• Seasonal unit roots in aggregate U.S. data (with discussion)
• Powerful nonparametric seasonal unit root tests
• Nonparametric tests for unit roots and cointegration.
• Parsimonious periodic autoregressive models for time series with evolving trend and seasonality
• Evolutionary Statistical Procedures
• A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC
• Testing for Unit Roots in Monthly Time Series
• PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA
• On Periodic Structures and Testing for Seasonal Unit Roots
• Periodic Time Series Models
• Parsimony, Model Adequacy and Periodic Correlation in Time Series Forecasting
• Measurement of a wandering signal amid noise
• Testing for periodic autocorrelations in seasonal time series data

This page was built for publication: Periodic autoregressive models for time series with integrated seasonality