search query: @author Gil-Alana, L. A. / total: 2
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| Author: | Gil-Alana, L. A. |
| Title: | Modelling international monthly arrivals using seasonal univariate long-memory processes |
| Journal: | Tourism Management
2005 : DEC, VOL. 26:6, p. 867-878 |
| Index terms: | tourism seasons |
| Language: | eng |
| Abstract: | In this study the case of seasonal fractional integration in monthly arrivals to the USA was examined. Results show that the series can be well described in terms of seasonal I(d) process, with d higher than 0 but smaller than 1 and thus some evidence of long memory and mean reversion was found. The conclusions for the individual locations disclose that Asia, Central and South America, Eastern Europe and Oceania present the smallest degrees of integration, whereas Africa and Caribbean give the highest values. |
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