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Descriptive Seasonal Adjustment by Minimizing Perturbations
Ekkehart Schlicht () and
Ralf Pauly
Munich Reprints in Economics from University of Munich, Department of Economics
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
Keywords: seasonal adjustment ; seasonality ; smoothing ; spline ; descriptive decomposition (search for similar items in EconPapers)
Date: 1983
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Published in Empirica 1 9(1983): pp. 15-28
Downloads: (external link)http://epub.ub.uni-muenchen.de/3346/1/25.pdf (application/pdf)
Related works: Working Paper: Descriptive Seasonal Adjustment by Minimizing Perturbations (1982) Working Paper: Descriptive Seasonal Adjustment by Minimizing Perturbations (1982) This item may be available elsewhere in EconPapers: Search for items with the same title.
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