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.
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© 2011 Springer Science+Business Media, LLC
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Ruppert, D. (2011). Time Series Models: Further Topics. In: Statistics and Data Analysis for Financial Engineering. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-7787-8_10
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DOI: https://doi.org/10.1007/978-1-4419-7787-8_10
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