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Estacionalidad determinista y estocástica en series temporales macroeconómicas

Author

Listed:
  • Díaz-Emparanza Herrero, Ignacio
  • López de Lacalle Beltrán de Heredia, Javier

Abstract

Basándose en la literatura existente, en este trabajo se propone una metodología para el estudio gráfico y analítico del componente estacional en una serie temporal. El objetivo del análisis es determinar si el componente estacional responde a un comportamiento determinista o estocástico. Se muestran un conjunto de aplicaciones con series de la CAPV y del Estado para las que se define un modelo estadístico que recoge las características observadas en el análisis de la serie.

Suggested Citation

  • Díaz-Emparanza Herrero, Ignacio & López de Lacalle Beltrán de Heredia, Javier, 2004. "Estacionalidad determinista y estocástica en series temporales macroeconómicas," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    • Handle: RePEc:ehu:biltok:5684
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