Basic Properties of Buys-ballot Seasonal Variances Estimates for Choice of Models in Time Series

This item presents basic possessions of Buys-Ballot estimates for seasonal variances for the assorted, multiplicative and additive models in the near future series. The importance is to typify the basic characteristics of seasonal variances for purpose of choice of model. In this item, the form of seasonal variances accompanying illustrative models for choice of suitable models happening after series breakdown is also deliberate. Results show that, seasonal variances of the Buys-Ballot estimates are for preservative model 1) a product of come near parameter only 2) It is a output season j through the square of the seasonal indications s2j and parameters through the square of the migratory averages X-2.j for multiplicative model 3) A constant diversified of the square of the seasonal indications s2j for mixed model.

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