Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability
نویسندگان
چکیده
منابع مشابه
Forecasting time series with multiple seasonal patterns
A new approach is proposed for forecasting a time series with multiple seasonal patterns. A state space model is developed for the series using the single source of error approach which enables us to develop explicit models for both additive and multiplicative seasonality. Parameter estimates may be obtained using methods adapted from general exponential smoothing, although the Kalman filter ma...
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ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 1995
ISSN: 0735-0015
DOI: 10.2307/1392184