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Time Series Models: Further Topics

Chapter
Part of the Springer Texts in Statistics book series (STS)

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. Figure 10.1(a) is a time series plot of the logarithms of quarterly urban housing starts in Canada from the first quarter of 1960 to final quarter of 2001. The data are in the data set Hstarts in R's Ecdat package.

Keywords

Time Series Model ARIMA Model Quarterly Data Multivariate Time Series Time Series Plot 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  1. 1.School of Operations Research and Information EngineeringCornell UniversityIthacaUSA

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