Generalized fractional time series modelling of the relationship between consumption and income in the Uk
We propose in this article a general time series model, whose components are modelled in terms of fractionally integrated processes. This specification allows us to consider the trend, the seasonal and the cyclical components as stochastic processes, including the unit root models as particular...
Guardado en:
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| Formato: | Artículo |
| Lenguaje: | inglés |
| Publicado: |
2003
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| Materias: | |
| Acceso en línea: | https://dialnet.unirioja.es/servlet/oaiart?codigo=7471015 |
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