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The Identification of Seasonality in the Housing Market Using the X13-ARIMA-SEATS Model

Author

Listed:
  • Mach Łukasz

    (1 Opole University, Faculty of Economics, Opole, Poland)

  • Dąbrowski Ireneusz

    (2 Warsaw School of Economics, Collegium of Management and Finance, Warszawa, Poland)

  • Wotzka Daria

    (3 Opole University of Technology, Faculty of Electrical Engineering, Automatic Control and Informatics, Opole, Poland)

  • Frącz Paweł

    (4 Opole University, Faculty of Economics, Opole, Poland)

Abstract

In the conducted research, profiles of seasonality in the housing market were determined, which provided an opportunity to answer two fundamental questions: what is the nature of harmonic variation in the seasonality and periodicity of the studied components of the construction process? what parameters of the ARIMA model optimally describe the construction market?

Suggested Citation

  • Mach Łukasz & Dąbrowski Ireneusz & Wotzka Daria & Frącz Paweł, 2023. "The Identification of Seasonality in the Housing Market Using the X13-ARIMA-SEATS Model," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 27(4), pages 29-43, December.
    • Handle: RePEc:vrs:eaiada:v:27:y:2023:i:4:p:29-43:n:3
    DOI: 10.15611/eada.2023.4.03
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    More about this item

    Keywords

    seasonality; real estate market; X13-ARIMA-SEATS;
    All these keywords.

    JEL classification:

    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling
    • R15 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Econometric and Input-Output Models; Other Methods

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