Periodically integrated subset autoregressions for Dutch industrial production and money stock
The univariate quarterly Dutch series of industrial production and money stock are both modelled with a periodically integrated subset autoregression (PISA). This model for a non-stationary series allows the lag orders, the values of the parameters and t
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Dokumenttyp: | Artikel |
Erscheinungsdatum: | 1993 |
Schlagwörter: | Dutch industry / non-stationary seasonal time series / periodicity / seasonal adjustment |
Sprache: | Englisch |
Permalink: | https://search.fid-benelux.de/Record/base-26677630 |
Datenquelle: | BASE; Originalkatalog |
Powered By: | BASE |
Link(s) : | http://repub.eur.nl/pub/2075 |