On trends and constants in periodic autoregressions
研究了周期自回归模型中常数项和趋势项的参数限制，这些限制能产生共同的确定性趋势，适用于周期趋势平稳和周期积分情形。
Periodic autoregressions are characterised by autoregressive structures that vary with the season. If a time series is periodically integrated, one needs a seasonally varying differencing filter to remove the stochastic trend. When the periodic regression model contains constants and trends with unrestricted parameters, the data can show diverging seasonal deterministic trends. In this paper we derive explicit expressions for parameter restrictions that result in common deterministic trends under periodic trend stationarity and periodic integration.