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Alternative Methods of Seasonal Adjustment

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  • David Stephen Pollock

    ()

  • Emi Mise

    ()

Abstract

Alternative methods for the seasonal adjustment of economic data are described that operate in the time domain and in the frequency domain. The time-domain method, which employs a classical comb filter, mimics the effects of the model-based procedures of the SEATS–TRAMO and STAMP programs. The frequency-domain method eliminates the sinusoidal elements of which, in the judgment of the user, the seasonal component is composed. It is proposed that, in some circumstances, seasonal adjustment is best achieved by eliminating all elements in excess of the frequency that marks the upper limit of the trend-cycle component of the data. It is argued that the choice of the method seasonal adjustment is liable to affect the determination of the turning points of the business cycle.

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Bibliographic Info

Paper provided by Department of Economics, University of Leicester in its series Discussion Papers in Economics with number 11/12.

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Date of creation: Jan 2011
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Handle: RePEc:lec:leecon:11/12

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Related research

Keywords: Wiener–Kolmogorov Filtering; Frequency-Domain Methods; The Trend-Cycle Component;

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Blog mentions

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  1. Seasonal adjustment is difficult
    by Economic Logician in Economic Logic on 2011-03-04 15:54:00

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