Seasonal Adjustment in a Stochastic Model

Ekkehart Schlicht

Munich Reprints in Economics from University of Munich, Department of Economics

Abstract: The aim of this paper is to develop a model-based seasonal adjustment method which will yield the same decomposition formulas as the descriptive seasonal adjustment procedures proposed in Schlicht/Pauly (1984) and Schlicht (1981). Hence the duality between the descriptive and the model-based approaches to seasonal adjustment referred to in Schlicht (1981) is resolved for this class of statistical models and descriptive procedures. In addition, estimates for the weights used in the descriptive procedures can be obtained in the stochastic framework, in principle

Keywords: seasonal adjustment; smoothing; spline; descriptive decomposition (search for similar items in EconPapers)
Date: 1984
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Citations: View citations in EconPapers (4)

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Related works:
Working Paper: Seasonal Adjustment in a Stochastic Model (1982)
Working Paper: Seasonal Adjustment in a Stochastic Model (1982)
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Persistent link: https://EconPapers.repec.org/RePEc:lmu:muenar:3371

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