How Long to Read Periodic Time Series Models

By Philip Hans Franses

How Long Does it Take to Read Periodic Time Series Models?

It takes the average reader 2 hours and 49 minutes to read Periodic Time Series Models by Philip Hans Franses

Assuming a reading speed of 250 words per minute. Learn more

Description

This book considers periodic time series models for seasonal data, characterized by parameters that differ across the seasons, and focuses on their usefulness for out-of-sample forecasting. Providing an up-to-date survey of the recent developments in periodic time series, the book presents a large number of empirical results. The first part of the book deals with model selection, diagnostic checking and forecasting of univariate periodic autoregressive models. Tests for periodic integration, are discussed, and an extensive discussion of the role of deterministic regressors in testing for periodic integration and in forecasting is provided. The second part discusses multivariate periodic autoregressive models. It provides an overview of periodic cointegration models, as these are the most relevant. This overview contains single-equation type tests and a full-system approach based on generalized method of moments. All methods are illustrated with extensive examples, and the book will be of interest to advanced graduate students and researchers in econometrics, as well as practitioners looking for an understanding of how to approach seasonal data.

How long is Periodic Time Series Models?

Periodic Time Series Models by Philip Hans Franses is 166 pages long, and a total of 42,496 words.

This makes it 56% the length of the average book. It also has 52% more words than the average book.

How Long Does it Take to Read Periodic Time Series Models Aloud?

The average oral reading speed is 183 words per minute. This means it takes 3 hours and 52 minutes to read Periodic Time Series Models aloud.

What Reading Level is Periodic Time Series Models?

Periodic Time Series Models is suitable for students ages 10 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Periodic Time Series Models?

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