Cipra, Tomáš Note on inappropriate trend and seasonal elimination. (English) Zbl 0616.62118 Commentat. Math. Univ. Carol. 27, 277-283 (1986). Behaviour of time series is investigated in two simple cases when one has used an inappropriate method for elimination of trend or seasonality: (i) differencing in a simple polynomial model and (ii) regression in a simple seasonal model of G. E. P. Box and G. M. Jenkins [Time series analysis, forecasting and control. (1970; Zbl 0249.62009)]. It can imply distorting consequences for the further analysis of the time series. MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62J05 Linear regression; mixed models Keywords:time series; elimination of trend or seasonality; differencing Citations:Zbl 0249.62009 PDFBibTeX XMLCite \textit{T. Cipra}, Commentat. Math. Univ. Carol. 27, 277--283 (1986; Zbl 0616.62118) Full Text: EuDML