TY  - BOOK
AU  - Franses,Philip Hans
TI  - Periodicity and stochastic trends in economic time series
SN  - 0198774540
U1  - 330.015195 20
PY  - 1996///
CY  - Oxford : 
PB  - Oxford University Press, 
N1  - Incluye referencias bibliográficas (páginas 215-224) e índice; 1. Introduction -- 2. Concepts in time series analysis: 2.1. Univariate time series models ; 2.2. Multivariate time series models ; 2.3. Unit roots in univariate time series ; 2.4. Unit roots in multivariate time series -- 3. An introduction to seasonal time series: 3.1. Characteristics of seasonal time series ; 3.2. Univariate time series aspects -- 4. Seasonal adjustment: 4.1. Seasonal adjustment methods ; 4.2. Evaluating seasonally adjusted data ; 5. Seasonal integration and cointegration: 5.1. Seasonal integration ; 5.2. Seasonal cointegration -- 6. Are seasons, trends, and cycles always independent?: 6.1. Correlation between seasonal and nonseasonal components ; 6.2. Business cycles and changes in seasonal patterns ; 6.3. Seasonality in consumer confidence -- 7. Periodic autoregressive time series models: 7.1. Notation and representation ; 7.2. Stationarity in periodic autoregression ; 7.3. Estimation and model selection ; 7.4. Effects of neglecting periodicity ; 7.5. Multivariate periodic autoregression -- 8. Periodic integration: 8.1. Testing for unit roots in periodic autoregression ; 8.2. Periodic integration ; 8.3. Effects of nonperiodic analysis -- 9. Periodic cointegration: 9.1. Representation of periodic VAR models ; 9.2. Common aspects in periodic integration ; 9.3. Periodic cointegration ; 9.4. Seasonal variation in business cycles
ER  -