Periodicity and Stochastic Trends in Economic Time Series

Periodicity and Stochastic Trends in Economic Time Series

Periodicity and Stochastic Trends in Economic Time Series

Periodicity and Stochastic Trends in Economic Time Series

Synopsis

1. Introduction 2. Concepts in Time Series Analysis 3. An introduction to seasonal time series 4. Seasonal adjustment 5. Seasonal integration and cointegration 6. Are seasons, trends, and cycles always independent? 7. Periodic autoregressive time series models 8. Periodic integration 9. Periodic cointegration 10. Conclusion Data Appendix
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