Seasonal Adjustment

Svend Hylleberg

Economics Working Papers from Department of Economics and Business Economics, Aarhus University

Abstract: The main objective behind the production of seasonally adjusted time series is to give an easy access to a common time series data set purged of what is considered seasonal noise. Although the application of o¢ cially seasonally adjusted data may have the advantage of being cost saving it may also imply a less e¢ cient use of the information available, and one may apply a distorted set of data. Hence, in many cases, there may be a need for treating seasonality as an integrated part of an econometric analysis. In this article we present several di¤erent ways to integrate the seasonal adjustment into the econometric analysis in addition to applying data adjusted by the two most popular adjustment methods.

Keywords: Seasonality (search for similar items in EconPapers)
JEL-codes: C10 (search for similar items in EconPapers)
Pages: 29
Date: 2006-02-22
New Economics Papers: this item is included in nep-ecm and nep-ets
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Citations: View citations in EconPapers (4)

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