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Determining the Order of Differencing in Seasonal Time Series Processes

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  • Philip Hans Franses
  • Robert Taylor

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  • Philip Hans Franses & Robert Taylor, "undated". "Determining the Order of Differencing in Seasonal Time Series Processes," Discussion Papers 97/9, Department of Economics, University of York.
    • Handle: RePEc:yor:yorken:97/9
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    Cited by:

    1. Dillon Alleyne, 2006. "Can Seasonal Unit Root Testing Improve the Forecasting Accuracy of Tourist Arrivals?," Tourism Economics, , vol. 12(1), pages 45-64, March.
    2. Philip Hans Franses, 2005. "The Econometric Analysis of Seasonal Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(2), pages 319-321, March.
    3. Antonio Aguirre & Andreu Sansó, 2002. "Using different null hypotheses to test for seasonal unit roots in economic time series," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 0(1-2), pages 3-26, January-D.
    4. Josef Arlt, 2023. "The problem of annual inflation rate indicator," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2772-2788, July.

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