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Hi,

I a problem, which probably is simple but Ive gotten kind of lost :(

I have a data set with drift and seasonality. I want to extort estimates of the harmonic function and the drift.

Does anybody have an idea how this is done?

Hi

Introduction to financial econometrics by Brooks is kind of what you are explaining, but not exactly.

I agree with your point; it is very hard to write books which are intuitive, easy and yet 'deep' enough to make you grasp the importance of detail within a subject.

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