References
- Ahtola , J. A. 1983 . “Studies in Asymptotic and Finite Sample Inference of Nonstationary and Nearly Nonstationary Autoregressive Models,” , Madison : University of Wisconsin . unpublished Ph.D. thesis
- Anderson , R. L. 1954 . “The Problem of Autocorrelation in Regression Analysis,” . Journal of the American Statistical Association , 49 : 113 – 129 .
- Bell , W. R. and Hillmer , S. C. 1983 . “Modeling Time Series With Calendar Variation,” , Bureau of the Census . Technical Report
- Box , G. E.P. and Jenkins , G. M. 1976 . “Time Series Analysis: Forecasting and Control,” , San Francisco : Holden-Day .
- Box , G. E.P. and Tiao , G. C. 1975 . “Intervention Analysis With Applications to Environmental and Economic Problems,” . Journal of the American Statistical Association , 70 : 70 – 79 .
- Chang , I. 1982 . “Outliers in Time Series,” , Madison : University of Wisconsin . unpublished Ph.D. thesis
- Cleveland , W. S. and Devlin , S. J. 1982 . “Calendar Effects in Monthly Time Series: Modeling and Adjustment,” . Journal of the American Statistical Association , 77 : 520 – 528 .
- Dickey , D. A. and Fuller , W. A. 1979 . “Distribution of the Estimators for Autoregressive Time Series With a Unit Root,” . Journal of the American Statistical Association , 74 : 427 – 431 .
- Durbin , J. 1960 . “Estimation of Parameters in Time-Series Regression Models,” . Journal of the Royal Statistical Society , 22 : 139 – 153 . Ser. B
- Fuller , W. A. 1976 . Introduction to Statistical Time Series , New York : John Wiley .
- Gallant , A. R. and Goebel , J. J. 1976 . “Nonliner Regression With Autocorrelated Errors,” . Journal of the American Statistical Association , 71 : 961 – 967 .
- Hannan , E. J. 1971 . “Nonlinear Time Series Regression,” . Journal of Applied Probability , 8 : 767 – 780 .
- Harvey , A. C. and Phillips , G. D.A. 1979 . “Maximum Likelihood Estimation of Regression Models With Autoregressive-Moving Average Disturbances,” . Biometrika , 66 : 49 – 58 .
- Hillmer , S. C. , Bell , W. R. and Tiao , G. C. “Modeling Considerations in Seasonal Adjustment of Economic Time Series,” . Proceedings of the Conference on Applied Time Series Analysis . Edited by: Zellner , A. U.S. Department of Commerce, Bureau of the Census .
- Liu , L. M. 1980 . “Analysis of Time Series With Calendar Effects,” . Management Science , 26 : 106 – 112 .
- Pfefferman , D. and Fisher , J. 1980 . “Festival and Working Days Prior Adjustments in Economic Time Series,” . In Time Series , Edited by: Anderson , O. D. New York : North-Holland .
- Pierce , D. A. 1971a . “Least Squares Estimation in the Regression Model With Autoregressive-Moving Average Errors,” . Biometrika , 58 : 299 – 312 .
- Pierce , D. A. 1971b . “Distribution of Residual Autocorrelations in the Regression Model With Autoregressive-Moving Average Errors,” . Journal of the Royal Statistical Society , 33 : 140 – 146 . Ser. B
- Tiao , G. C. and Tsay , R. S. 1983 . “Consistency Properties of Least Squares Estimates of Autoregressive Parameters in ARMA Models,” . Annals of Statistics , 11 : 856 – 871 .
- Tsay , R. S. and Tiao , G. C. 1984 . “Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models,” . Journal of the American Statistical Association , 79 : 84 – 96 .