Heterogeneous seasonal patterns in agricultural data and evolving splines

  1. Cáceres Hernández, José Juan 1
  2. Martín Rodríguez, G. 1
  1. 1 Universidad de La Laguna

    Universidad de La Laguna

    San Cristobal de La Laguna, España

    GRID grid.10041.34

IUP Journal of Agricultural Economics

ISSN: 0973-2276

Année de publication: 2007

Volumen: 4

Pages: 48-65

Type: Article

Exporter: RIS


In this paper an appropriate model of the seasonal pattern in high frequencyagricultural data is proposed that takes the specific nature of such a pattern into account.The methodological proposal is based on evolving splines that are shown to be a toolcapable of modelling seasonal variations in which either the period or the magnitude ofthe seasonal fluctuations do not remain the same over time. The seasonal pattern in eachyear or agricultural campaign is modelled in such a way that the seasonal effect at eachseason is a function of the seasonal effects corresponding to some fixed seasons that actas reference points. The spline function is enforced to satisfy several conditions thatprovide some regularity in the adjusted seasonal fluctuation; on the other hand, the mainsource of changes in the adjusted seasonal pattern is obtained by assuming that thevalues of the seasonal effects at the fixed reference seasons do not remain the same yearby year. If the length of the period in which the seasonal fluctuation is completed doesnot change, the proposed specification is flexible enough to test the hypothesis that theseasonal pattern in several consecutive years is fixed by using simple statisticalprocedures. This proposal is applied to capture the movements in a weekly tomatoexport series and the analysis is carried out inside the frame delimited by the structuralapproach to time series

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