Alternative Methods of Seasonal Adjustment
AbstractAlternative 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 InfoPaper provided by Department of Economics, University of Leicester in its series Discussion Papers in Economics with number 11/12.
Date of creation: Jan 2011
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