Time series modeling and decomposition

The paper provides an overview of techniques and methods in time series modeling and decomposition with focus on the business cycle, models for seasonality, the moving holiday component, the trading-day component and the irregular component.

Bibliographic Details
Main Author: Estela Bee Dagum
Format: Article
Language:English
Published: University of Bologna 2013-05-01
Series:Statistica
Online Access:http://rivista-statistica.unibo.it/article/view/3597