Seasonality, non-stationarity and the forecasting of monthly time series
International Journal of ForecastingPublished 1 August 1991Open access
Philip Hans Franses
Citations234
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Abstract
textabstractWe focus on two forecasting models for a monthly time series. The first model requires that the variable is first order and seasonally differenced. The second model considers the series only in its first differences, while seas
Keywords
Decision SciencesEconomics, Econometrics and Finance
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