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...

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Detalles Bibliográficos

Autor principal:	Gil Alaña, Luis Alberiko
Formato:	Artículo
Lenguaje:	inglés
Publicado:	2003
Materias:	Time Series Models Long Memory Fractional Integration
Acceso en línea:	https://dialnet.unirioja.es/servlet/oaiart?codigo=7471015
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