Descriptive Seasonal Adjustment by Minimizing Perturbations

Schlicht, Ekkehart und Pauly, Ralf (1983): Descriptive Seasonal Adjustment by Minimizing Perturbations. In: Empirica, Bd. 9, Nr. 1: S. 15-28

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

• Dokumententyp: Zeitschriftenartikel
• Keywords: seasonal adjustment, seasonality, smoothing, spline, descriptive decomposition
• Fakultät: Volkswirtschaft > Lehrstühle > Seminar für Theorie und Politik der Einkommensverteilung (aufgelöst) ; Volkswirtschaft
• Themengebiete: 300 Sozialwissenschaften > 300 Sozialwissenschaft, Soziologie ; 300 Sozialwissenschaften > 330 Wirtschaft
• ISSN: 1573-6911