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Seasonal Adjustment

Author

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  • Svend Hylleberg

    () (Department of Economics, University of Aarhus, Denmark)

Abstract

The main objective behind the production of seasonally adjusted time series is to give an easy access to a common time series data set purged of what is considered seasonal noise. Although the application of o¢ cially seasonally adjusted data may have the advantage of being cost saving it may also imply a less e¢ cient use of the information available, and one may apply a distorted set of data. Hence, in many cases, there may be a need for treating seasonality as an integrated part of an econometric analysis. In this article we present several di¤erent ways to integrate the seasonal adjustment into the econometric analysis in addition to applying data adjusted by the two most popular adjustment methods.

Suggested Citation

  • Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, Department of Economics and Business Economics, Aarhus University.
  • Handle: RePEc:aah:aarhec:2006-04
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    File URL: ftp://ftp.econ.au.dk/afn/wp/06/wp06_04.pdf
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    Cited by:

    1. Pedro M G Martins, "undated". "Fiscal Dynamics in Ethiopia: A Cointegrated VAR Model with Quarterly Data," Discussion Papers 10/05, University of Nottingham, CREDIT.
    2. Larson, Ronald B., 1997. "Food Consumption And Seasonality," Journal of Food Distribution Research, Food Distribution Research Society, vol. 28(2), July.
    3. Pedro M. G. Martins, 2010. "Fiscal Dynamics in Ethiopia: The Cointegrated VAR Model with Quarterly Data," Working Paper Series 0910, Department of Economics, University of Sussex.

    More about this item

    Keywords

    Seasonality;

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General

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