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Incorporating Seasonality

Incorporating Seasonality. Modeling seasonality with trend Forecasting. Seasonality. Data = Trend + Season (Quarter, say) + e. *. *. *. *. *. *. *. *. *. *. *. *. I. II. III. IV. IV. IV. Defining Dummy Variables. Eviews : @seas. Seasonal Model - 1 for Quarterly Data.

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Incorporating Seasonality

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  1. Incorporating Seasonality • Modeling seasonality with trend • Forecasting

  2. Seasonality • Data = Trend + Season (Quarter, say) + e * * * * * * * * * * * * I II III IV IV IV

  3. Defining Dummy Variables Eviews:@seas

  4. Seasonal Model - 1for Quarterly Data Yt = b0 + g1Q1t + g2Q2t + g3Q3t + et Note: Q4 is not included

  5. Interpretation of the Model

  6. Seasonal Model – 2for Quarterly Data Yt = g1Q1t + g2Q2t + g3Q3t + g4Q4t+et Note: b0 is not included

  7. Interpretation of the Model

  8. Model for Trend and Seasonality-1 Yt = b0 +b1 t +g1Q1t + g2Q2t + g3Q3t + et Note: Q4 is not included

  9. Interpretation of the Model

  10. Model for Trend and Seasonality-2 Yt = b1 t +g1Q1t + g2Q2t + g3Q3t + g4Q4t + et Note: b0 is not included

  11. Interpretation of the Model

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