Abstract
This note describes and illustrates the seasonal adjustment method proposed by Ekkehart Schlicht and Ralf Pauly (1983) in the interactive computable document format (CDF). It requires the free CDF player available at https://www.wolfram.com/player/. It can also be opened and edited by the Wolfram Mathematica program https://www.wolfram.com/mathematica/.
Dokumententyp: | Paper |
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Keywords: | seasonal adjustment, splines, nonparametric splines, time series |
Fakultät: | Volkswirtschaft > Munich Discussion Papers in Economics
Volkswirtschaft > Munich Discussion Papers in Economics > Mathematische Methoden Volkswirtschaft > Munich Discussion Papers in Economics > Statistische Methoden Volkswirtschaft > Lehrstühle > Seminar für Theorie und Politik der Einkommensverteilung (aufgelöst) |
Themengebiete: | 300 Sozialwissenschaften > 310 Statistiken
300 Sozialwissenschaften > 330 Wirtschaft |
JEL Classification: | C22, C14 |
URN: | urn:nbn:de:bvb:19-epub-75878-6 |
Sprache: | Englisch |
Dokumenten ID: | 75878 |
Datum der Veröffentlichung auf Open Access LMU: | 10. Mai 2021, 04:35 |
Letzte Änderungen: | 10. Mai 2021, 05:23 |
Literaturliste: | Schlicht, Ekkehart and Pauly, Ralf (1983): 'Descriptive Seasonal Adjustment by Minimizing Perturbations.' Empirica No. 1, pp. 15-28, URL: www.semverteilung.vwl.uni-muenchen.de/mitarbeiter/es/paper/schlicht-pauly-perturbations.pdf . Schlicht, Ekkehart (1981): A Seasonal Adjustment Principle and a Seasonal Adjustment Method Derived From this Principle. Journal of the American Statistical Association, Vol. 76, No. 374: pp. 374-378, URL: epub.ub.uni-muenchen.de/3374/. Schlicht, Ekkehart (1984): 'Seasonal Adjustment in a Stochastic Model.' Statistical Papers Vol. 25, pp. 1-12, URL: www.semverteilung.vwl.uni-muenchen.de/mitarbeiter/es/paper/schlicht_seasonal-adjustment-in-a-stochastic-model.pdf) Schlicht, Ekkehart (2020): Season. A Mathematica Package for Seasonal Adjustment, URL: epub.ub.uni-muenchen.de/74306/. Wolfram CDF player. URL: www.wolfram.com/player/ Wolfram Mathematica. URL: www.wolfram.com/mathematica/. |