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Estacionalidad determinista y estocástica en series temporales macroeconómicas.

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Author Info
Ignacio Díaz-Emparanza () (Universidad del País Vasco - Euskal Herriko Unibertsitatea)
Javier López-de-Lacalle () (Universidad del País Vasco- Euskal Herriko Unibertsitatea)

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Abstract

Basándose en la literatura existente, en este trabajo se propone una metodología para el estudio gráfico y analítico del componente estacional en una serie temporal. El objetivo del análisis es determinar si el componente estacional responde a un comportamiento determinista o estocástico. Se muestran un conjunto de aplicaciones con series de la CAPV y del Estado para las que se define un modelo estadístico que recoge las características observadas en el análisis de la serie.

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File URL: http://www.ea3.ehu.es/s0038-con/es/contenidos/informacion/00038_biltoki/es_00038_bi/adjuntos/dt200402.pdf
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Publisher Info
Paper provided by Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) in its series BILTOKI with number 200402.

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Date of creation: 10 Dec 2004
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Handle: RePEc:ehu:biltok:200402

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Postal: Dpto. de Econometría y Estadística, Facultad de CC. Económicas y Empresariales, Universidad del País Vasco, Avda. Lehendakari Aguirre 83, 48015 Bilbao, Spain
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Related research
Keywords: Series temporales. Estacionalidad. Raíz unitaria.;

Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions

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This page was last updated on 2009-11-20.

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