Title of article :
Seasonal integration and the evolving seasonals model
Author/Authors :
S. Hylleberg، نويسنده , , A. R. Pagan، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Keywords :
Unobserved components , HEGY test , Canova-Hansen test , Periodic seasonality , Fractional integration , Seasonal integration , Evolving seasonals , Harmonic regression
Journal title :
International Journal of Forecasting
Journal title :
International Journal of Forecasting