Constant vs. Changing Seasonality

Franses, Philip Hans

Abstract

Constant vs. Changing Seasonality

Philip Hans Franses

Erasmus University Rotterdam (EUR) - Department of Econometrics

FORESIGHT: The International Journal of Applied Forecasting, Forthcoming

Abstract:
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, C2

Accepted Paper Series

Date posted: February 15, 2007

Suggested Citation

Franses, Philip Hans, Constant vs. Changing Seasonality. FORESIGHT: The International Journal of Applied Forecasting, Forthcoming. Available at SSRN: http://ssrn.com/abstract=960165

Contact Information

Philip Hans Franses (Contact Author)

Erasmus University Rotterdam (EUR) - Department of Econometrics ( email )

P.O. Box 1738
3000 DR Rotterdam
Netherlands
+31 10 408 1278 (Phone)
+31 10 408 9162 (Fax)