Seasonal Adjustment by Minimizing Perturbations: An Illustration in the Computable Document Format

Schlicht, Ekkehart (2021): Seasonal Adjustment by Minimizing Perturbations: An Illustration in the Computable Document Format. Discussion Papers in Economics 2021

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/.

• Item Type: Paper (Discussion Paper)
• Keywords: seasonal adjustment, splines, nonparametric splines, time series
• Faculties: Economics > Munich Discussion Papers in Economics; Economics > Munich Discussion Papers in Economics > Mathematical Methods; Economics > Munich Discussion Papers in Economics > Statistical Methods; Economics > Chairs > Chair of Institutional Economics (closed)
• Subjects: 300 Social sciences > 310 Statistics; 300 Social sciences > 330 Economics
• JEL Classification: C22, C14
• Language: English

References

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/.