The consequences of seasonal adjustment for periodic autoregressive processes
Author:
Affiliation:
1. Department of Economics, Statistics and Spanish Economy, University of Barcelona, Barcelona 08034, Spain E‐mail: barrio@ub.edu
2. School of Economic Studies, University of Manchester, Manchester M13 9PL, UK E‐mail: denise.osborn@man.ac.uk
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/7/2/307/25974178/ectj0307.pdf
Reference28 articles.
1. Unit roots in periodic autoregressions;Boswijk;Journal of Time Series Analysis,1996
2. New capabilities and methods of the X‐12‐ARIMA seasonal adjustment program;Findley;Journal of Business and Economic Statistics,1998
3. A multivariate approach to modeling univariate seasonal time series;Franses;Journal of Econometrics,1994
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