Inspecting a seasonal ARIMA model with a random period
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More about this item
Keywords
Seasonal ARIMA models; irregular seasonality; random period; non-integer period; SARIMAR model; EM algorithm.;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DCM-2024-05-27 (Discrete Choice Models)
- NEP-ECM-2024-05-27 (Econometrics)
- NEP-ETS-2024-05-27 (Econometric Time Series)
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