Descriptive Seasonal Adjustment by Minimizing Perturbations

Schlicht, Ekkehart and Pauly, Ralf (1983): Descriptive Seasonal Adjustment by Minimizing Perturbations. In: Empirica, Vol. 9, No. 1: pp. 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

• Item Type: Journal article
• Keywords: seasonal adjustment, seasonality, smoothing, spline, descriptive decomposition
• Faculties: Economics > Chairs > Chair of Institutional Economics (closed); Economics
• Subjects: 300 Social sciences > 300 Social sciences, sociology and anthropology; 300 Social sciences > 330 Economics
• ISSN: 1573-6911