Heterogeneous Seasonal Patterns in Agricultural Data and Evolving Splines
In this paper an appropriate model of the seasonal pattern in agricultural data is proposed, which takes the specific nature of such a pattern into account. The methodological proposal is based on evolving splines that are shown to be a tool capable of modeling seasonal variations in which either the period or the magnitude of the seasonal fluctuations do not remain the same over time. This proposal is applied to capture the movements in a weekly tomato export series and the analysis is carried out inside the frame delimited by the structural approach to time series.
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Volume (Year): IV (2007)
Issue (Month): 3 (July)
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- Douglas J. Miller & Marvin L. Hayenga, 2001. "Price Cycles and Asymmetric Price Transmission in the U.S. Pork Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 83(3), pages 551-562.
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- Randal R. Rucker & Walter N. Thurman & Jonathan K. Yoder, 2005. "Estimating the Structure of Market Reaction to News: Information Events and Lumber Futures Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 87(2), pages 482-500.
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