Questions tagged [seasonality]

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Testing for hourly seasonality

So I have compiled the hourly log returns for an asset, and grouped it in columns with each column being one hour's returns. How can I test whether there are seasonal patterns in the returns according ...
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Information content of seasonally adjusted vs non-seasonally adjusted economic time series

I want to use the history of an economic time series to anticipate the behaviour of the economic variable. Let's suppose that I have monthly time series data for the past N months and I want to think ...
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How to fit a SARIMA + GARCH in R?

I'd like to fit a non stationary time series using a SARIMA + GARCH model. I have not found any package that allow me to fit this model. I'm using rugarch: ...