On de-seasonalising adjusted-average formulae
T.K.J. Herbert and
W.F. Scott
Scandinavian Actuarial Journal, 2006, vol. 2006, issue 6, 368-377
Abstract:
The techniques of Borgan (1979) are extended to cover data with seasonal variations. Examples are given, and it is suggested that the formulae presented here give smoother results than those traditionally employed to deal with economic time series subject to seasonal variations.
Date: 2006
References: Add references at CitEc
Citations:
Downloads: (external link)
http://hdl.handle.net/10.1080/03461230601056103 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:taf:sactxx:v:2006:y:2006:i:6:p:368-377
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/sact20
DOI: 10.1080/03461230601056103
Access Statistics for this article
Scandinavian Actuarial Journal is currently edited by Boualem Djehiche
More articles in Scandinavian Actuarial Journal from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().