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Seasonal ARMA(p,q) Processes

  • John D. Levendis
Chapter
Part of the Springer Texts in Business and Economics book series (STBE)

Abstract

Many financial and economic time series exhibit a regular cyclicality, periodicity, or “seasonality.” For example, agricultural output follows seasonal variation, flower sales are higher in February, retail sales are higher in December, and beer sales in college towns are lower during the summers.

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Copyright information

© Springer Nature Switzerland AG 2018

Authors and Affiliations

  • John D. Levendis
    • 1
  1. 1.Department of EconomicsLoyola University New OrleansNew OrleansUSA

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