Time Series Models: Further Topics

  • David Ruppert
  • David S. Matteson

Abstract

>Economic time series often exhibit strong seasonal variation. For example, an investor in mortgage-backed securities might be interested in predicting future housing starts, and these are usually much lower in the winter months compared to the rest of the year.

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Copyright information

© Springer Science+Business Media New York 2015

Authors and Affiliations

  • David Ruppert
    • 1
  • David S. Matteson
    • 2
  1. 1.Department of Statistical Science and School of ORIECornell UniversityIthacaUSA
  2. 2.Department of Statistical Science Department of Social StatisticsCornell UniversityIthacaUSA

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