English, Article edition: Constant vs. Changing Seasonality Philip Hans Franses

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  • article
Language
  • English

Edition details

Title
  • Constant vs. Changing Seasonality
Author
  • Philip Hans Franses
Physical Description
  • article
Notes
  • Philip Franses discusses the problem of allowing seasonal patterns to change over time. He notes that most standard models presume a constant seasonal pattern; however, his preference is to use models that allow the seasonal pattern to evolve over time, such as periodic models and time-dependent parameter models. Such models, however, can substantially increase sample size requirements. Copyright International Institute of Forecasters, 2007
  • RePEc:for:ijafaa:y:2007:i:6:p:24-25
Language
  • English
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