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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Citations: View citations in EconPapers (6)
Published in Empirica 1 9(1983): pp. 15-28
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Related works:
Working Paper: Descriptive Seasonal Adjustment by Minimizing Perturbations (1982)
Working Paper: Descriptive Seasonal Adjustment by Minimizing Perturbations (1982)
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