Seasonal Adjustment in a Stochastic Model

Episode von Volkswirtschaft - Open Access LMU - Teil 01/03 von Ludwig-Maximilians-Universität München · 1. Januar 1984

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

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