Surveys in Mathematics and its Applications
ISSN 1842-6298
Volume 1 (2006), 1 - 12MODELING SEASONAL TIME SERIES
Alexandra Colojoară
Abstract. The paper studies the seasonal time series as elements of a (finite dimensional) Hilbert space and proves that it is always better to consider a trend together with a seasonal component even the time series seams not to has one. We give a formula that determines the seasonal component in function of the considered trend that permits to compare the different kind of trends.
2000 Mathematics Subject Classification: 62M10.
Keywords: seasonal time series, model, regressor.References
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- C. Gourieux et A. Monfort, Series Temporelles et modeles Dynamiques, Economica, Paris, 1990.
Acknowledgement. This work is partially supported by CEEX grant PR-D11-PT00-48/2005 and by PICS 3450.
Alexandra Colojoară
University of Bucharest,
Bd. Regina Elisabeta, Nr. 4-12, Bucharest,
Romania.
e-mail: acolojoara@fmi.unibuc.ro