MODELE HARMONICZNE ZE ZŁOŻONĄ SEZONOWOŚCIĄ W PROGNOZOWANIU SZEREGÓW CZASOWYCH Z LUKAMI SYSTEMATYCZNYMI
HARMONICAL MODELS WITH COMPLEX SEASONALITY IN FORECASTING TIME SERIES WITH SYSTEMATIC GAPS
Author(s): Jan Zawadzki, Maria Szmuksta-ZawadzkaSubject(s): Economy
Published by: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
Keywords: harmonic models; complex seasonality; missing data
Summary/Abstract: In the modeling of the variables with complex seasonality for complete time series and with unsystematic data gaps can be used both types of models: with dummy variables and harmonic models. However, in modeling variable with systematic gaps can be used only harmonic models. In these models, each type of fluctuation is described by separate sets of sine- and cosine component. Theoretical considerations are illustrated by an empirical example.
Journal: Metody Ilościowe w Badaniach Ekonomicznych
- Issue Year: XIV/2013
- Issue No: 3
- Page Range: 81-90
- Page Count: 10
- Language: Polish