Time series modeling and decomposition


  • Estela Bee Dagum Alma Mater Studiorum - Università di Bologna




The paper provides an overview of techniques and methods in time series modeling and decomposition with focus on the business cycle, models for seasonality, the moving holiday component, the trading-day component and the irregular component.


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How to Cite

Bee Dagum, E. (2010). Time series modeling and decomposition. Statistica, 70(4), 433–457. https://doi.org/10.6092/issn.1973-2201/3597