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.
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Ruppert, D., Matteson, D.S. (2015). Time Series Models: Further Topics. In: Statistics and Data Analysis for Financial Engineering. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4939-2614-5_13
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