Logo
DeutschClear Cookie - decide language by browser settings
Schlicht, Ekkehart and Pauly, Ralf (1983): Descriptive Seasonal Adjustment by Minimizing Perturbations. In: Empirica, Vol. 9, No. 1: pp. 15-28
[img]
Preview

PDF

470kB

Abstract

The seasonal adjustment method proposed by Schlicht (1981) can be viewed as a method that minimizes non-stochastic deviations (perturbations). This interpretation gives rise to a critique of the seasonality criterion used there. A new seasonality criterion is proposed that avoids these shortcomings, and the resulting seasonal adjustment method is given