Seasonal Specific Structural Time Series
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DOI: 10.2202/1558-3708.1205
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References listed on IDEAS
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- Prasert Chaitip & Chukiat Chaiboonsri & N. Rangaswamy & Siriporn Mcdowall, 2009. "Forecasting with X-12-Arima: International Tourist Arrivals to India," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 9(1), pages 107-128.
- Yorghos Tripodis & Jeremy Penzer, 2009. "Modelling time series with season-dependent autocorrelation structure," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 559-574.
- Prasert Chaitip & Chukiat Chaiboonsri, 2009. "Forecasting with X-12-ARIMA and ARFIMA: International Tourist Arrivals to India," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 9(3), pages 147-162.
- Philip Kostov & John Lingard, 2005. "Seasonally specific model analysis of UK cereals prices," Econometrics 0507014, University Library of Munich, Germany.
- Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2013.
"Modelling trigonometric seasonal components for monthly economic time series,"
Applied Economics, Taylor & Francis Journals, vol. 45(21), pages 3024-3034, July.
- Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2010. "Modeling Trigonometric Seasonal Components for Monthly Economic Time Series," Tinbergen Institute Discussion Papers 10-018/4, Tinbergen Institute.
- Balogh, Peter & Kovacs, Sandor & Chaiboonsri, Chukiat & Chaitip, Prasert, 2009. "Forecasting with X-12-ARIMA: International tourist arrivals to India and Thailand," APSTRACT: Applied Studies in Agribusiness and Commerce, AGRIMBA, vol. 3(1-2), pages 1-19.
- Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2009.
"Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 683-713, October.
- Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2006. "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Tinbergen Institute Discussion Papers 06-101/4, Tinbergen Institute.
- Koopman, Siem Jan & Ooms, Marius, 2006.
"Forecasting daily time series using periodic unobserved components time series models,"
Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 885-903, November.
- Siem Jan Koopman & Marius Ooms, 2004. "Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models," Tinbergen Institute Discussion Papers 04-135/4, Tinbergen Institute.
- Prasert Chaitip & Chukiat Chaiboonsri, 2009. "Down Trend Forecasting Method with ARFIMA: International Tourist Arrivals to Thailand," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 9(1), pages 143-150.
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