Comparative Analysis of Time-Domain and Frequency-Domain Methods for Modeling Jamaica's Quarterly GDP

Shaneille Samuels

Abstract: This paper presents a comparative analysis of time-domain and frequency-domain approaches for modeling Jamaica?s quarterly Gross Domestic Product (GDP) from 2004 to 2015. Using ARIMA models and spectral estimation techniques including periodograms and Daniell kernel smoothing, the study explores the capacity of each method to decompose GDP data into trend, seasonal, and cyclical components. The time-domain approach, while suitable for short-term trend modeling, was limited in isolating periodic behaviours, particularly under high variance. Frequency-domain methods, on the other hand, revealed hidden cycles and enabled clearer interpretation of macroeconomic dynamics. The findings underscore the complementary nature of both approaches in providing comprehensive insights for economic policy formulation, especially in the context of small economies like Jamaica.

Keywords: time-domain, frequency-domain, GDP modeling, spectral analysis, autoregressive models

How to Cite?: Shaneille Samuels, "Comparative Analysis of Time-Domain and Frequency-Domain Methods for Modeling Jamaica's Quarterly GDP", Volume 14 Issue 12, December 2025, International Journal of Science and Research (IJSR), Pages: 941-948, https://www.ijsr.net/getabstract.php?paperid=SR251211004001, DOI: https://dx.doi.org/10.21275/SR251211004001