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Seasonal ARMA(p,q) Processes

In: Time Series Econometrics

Author

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  • John D. Levendis

    (Loyola University New Orleans)

Abstract

Many financial and economic time series exhibit a regular cyclicality, periodicity, or “seasonality.” For example, agricultural output follows seasonal variation, flower sales are higher in February, retail sales are higher in December, and beer sales in college towns are lower during the summers.

Suggested Citation

  • John D. Levendis, 2018. "Seasonal ARMA(p,q) Processes," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 6, pages 123-138, Springer.
    • Handle: RePEc:spr:sptchp:978-3-319-98282-3_6
    DOI: 10.1007/978-3-319-98282-3_6
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