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Seasonal Adjustment

Listed author(s):
  • Svend Hylleberg

    ()

    (Department of Economics, University of Aarhus, Denmark)

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.

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File URL: ftp://ftp.econ.au.dk/afn/wp/06/wp06_04.pdf
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Paper provided by Department of Economics and Business Economics, Aarhus University in its series Economics Working Papers with number 2006-04.

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Length: 29
Date of creation: 22 Feb 2006
Handle: RePEc:aah:aarhec:2006-04
Contact details of provider: Web page: http://www.econ.au.dk/afn/

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