Constant vs. Changing Seasonality
Philip Hans Franses
Erasmus University Rotterdam (EUR) - Department of Econometrics
FORESIGHT: The International Journal of Applied Forecasting, Forthcoming
Philip Franses' students often ask how many data points they should collect when they have a project involving seasonality. His response is that there is no definite number. Factors to be considered are what is meant by enough data, whether seasonality is constant or changing, and which seasonal models are being used. If seasonality is slowly evolving, time-dependent as well as periodic models may be useful.
JEL Classification: COO, C2Accepted Paper Series
Date posted: February 15, 2007
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