Least-squares estimation and ANOVA for periodic autoregressive time series
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References listed on IDEAS
- QIN SHAO & ROBERT Lund, 2004. "Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(3), pages 359-372, May.
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- Sarnaglia, A.J.Q. & Reisen, V.A. & Lévy-Leduc, C., 2010. "Robust estimation of periodic autoregressive processes in the presence of additive outliers," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2168-2183, October.
- Annie Tubadji & Vassilis Angelis & Peter Nijkamp, 2014. "Local culture and resistance to shocks in economic forecasts: a case study of Greece," Economics and Business Letters, Oviedo University Press, vol. 3(4), pages 298-308.
More about this item
KeywordsPeriodically correlated time series Periodic autocovariances Periodic autoregressive moving-average models Least squares estimation Analysis of variance;
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