IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/m429002.html
 

DESEASONALIZE: MATLAB function to remove short and long term seasonal components

Author

Listed:
  • Rafal Weron

    (Wroclaw University of Technology)

Programming Language

MATLAB

Abstract

DESEASONALIZE returns deseasonalized time series and the short- (STSC) and long-term seasonal components (LTSC). The LTSC is obtained either through wavelet decomposition or by fitting a sinusoid. The STSC is extracted by finding the mean or median periodic component. The original and deseasonalized time series can be plotted together with their periodograms.

Suggested Citation

  • Rafal Weron, 2010. "DESEASONALIZE: MATLAB function to remove short and long term seasonal components," Statistical Software Components M429002, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:m429002
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/d/deseasonalize.m
    File Function: program file
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:m429002. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.