Descriptive Seasonal Adjustment by Minimizing Perturbations

Episode von Volkswirtschaft - Open Access LMU - Teil 01/03 von Ludwig-Maximilians-Universität München · 1. Januar 1983

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

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