| Schlicht, Ekkehart and Pauly, Ralf (1983): Descriptive Seasonal Adjustment by Minimizing Perturbations. In: Empirica, Vol. 9, No. 1: pp. 15-28 |
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459Kb |
Official URL: http://www.semverteilung.vwl.uni-muenchen.de/mitarbeiter/es/paper/schlicht-pauly-perturbations.pdf
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
| Item Type: | Article |
|---|---|
| Keywords: | seasonal adjustment, seasonality, smoothing, spline, descriptive decomposition |
| Collections: | Economics Economics > Article |
| Subjects: | 300 Social sciences > 300 Social sciences, sociology and anthropology 300 Social sciences > 330 Economics |
| URN: | urn:nbn:de:bvb:19-epub-3346-7 |
| ID Code: | 3346 |
| Deposited On: | 21. Apr 2008 12:47 |
| Last Modified: | 22. May 2012 08:58 |
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