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CYCLE (IN TIME SERIES)

Statistics Directorate    
French Equivalent: Cycle

Definition:
In time series, any periodic variation may be described as a cycle. Often, however, the term is reserved for cycles generated by the autoregressive structure of the series, as opposed to seasonal variation, caused by outside influences. A disturbance to the series may affect the phase of the cycle in this sense, while a seasonal variation has always the same phase.

Source Publication:
A Dictionary of Statistical Terms, 5th edition, prepared for the International Statistical Institute by F.H.C. Marriott. Published for the International Statistical Institute by Longman Scientific and Technical.

Statistical Theme: Methodological information (metadata)

Created on Sunday, May 19, 2002

Last updated on Monday, April 22, 2013