American Journal of Agricultural Economics · 1972 · 41 citations · 12 references
ComputingMeteorologyEconometricsForecastingTime Series AnalysisHarmonic AnalysisSeasonal ForecastingSeasonality AnalysisStationarity AnalysisTime Series ForecastingHarmonic RegressionOrdinary Least SquaresOrdinary Least Squares SpecificationSeasonal ObservationsSeasonal Regression ModelsSeasonal Trend AnalysisSeasonality ModelingSeasonality Studies
Abstract The harmonic model has important properties which enable OLS (Ordinary Least Squares) to be used to estimate efficiently a stable seasonal pattern. These properties are considered, and a procedure is suggested to facilitate a trade‐off between simplicity and precision in the specification of the model. Two empirical examples illustrating this procedure are presented.
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Statistical Analysis of Stationary Time Series.
G. M. Jenkins, Ulf Grenander, Meg A. Rosenblatt · Biometrika · 1958 · 824 citations