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Some comments on seasonal adjustment

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Author Info
Philip Hans Franses ()
Abstract

This paper discusses the practical usefulness of seasonally adjusted time series data. Aspects of seasonal adjustment are considered, and the relevance of adjusted data for economic modelling is examined. One recommendation which emerges from the discussion is that the adjusted data should be presented together with their estimated standard errors. Another is that it is perhaps better not to seasonally adjust at all.

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File URL: http://www.urosario.edu.co/FASE1/economia/documentos/v4n1Franses(2001).pdf
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Publisher Info
Article provided by UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA in its journal REVISTA DE ECONOMÍA DEL ROSARIO.

Volume (Year): (2001)
Issue (Month): ()
Pages:
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Handle: RePEc:col:000151:003514

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