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Seasonal adjustment when both deterministic and stochastic seasonality are present

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  • David A. Pierce

Abstract

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Suggested Citation

  • David A. Pierce, 1978. "Seasonal adjustment when both deterministic and stochastic seasonality are present," Special Studies Papers 107, Board of Governors of the Federal Reserve System (U.S.).
  • Handle: RePEc:fip:fedgsp:107
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    Citations

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    Cited by:

    1. Dick van Dijk 1 & Birgit Strikholm & Timo Teräsvirta, 2003. "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 79-98, June.
    2. Lee, Hahn Shik & Ghysels, Eric & Bell, William R, 2002. "Seasonal Time Series and Autocorrelation Function Estimation," Manchester School, University of Manchester, vol. 70(5), pages 651-665, September.
    3. Kaiser, Regina & Maravall, Agustin, 2005. "Combining filter design with model-based filtering (with an application to business-cycle estimation)," International Journal of Forecasting, Elsevier, vol. 21(4), pages 691-710.
    4. Regina Kaiser & Agustín Maravall, 2002. "A Complete Model-Based Interpretation of the Hodrick-Prescott Filter: Spuriousness Reconsidered," Working Papers 0208, Banco de España;Working Papers Homepage.
    5. Regina Kaiser & Agustín Maravall, 2000. "An Application of TRAMO-SEATS: Changes in Seasonality and Current Trend-Cycle Assessment: the German Retail Trade Turnover Series," Working Papers 0011, Banco de España;Working Papers Homepage.
    6. Francis X. Diebold & Lutz Kilian & Marc Nerlove, 2006. "Time Series Analysis," PIER Working Paper Archive 06-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
      • Diebold, F.X. & Kilian, L. & Nerlove, Marc, 2006. "Time Series Analysis," Working Papers 28556, University of Maryland, Department of Agricultural and Resource Economics.
    7. Jhon-James Mora & Andres Cendales & Carolina Caicedo, 2017. "Diplomas and educational mismatch in Cali using classified advertisements," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 86, pages 179-198, Enero - J.
    8. Maravall, Agustin, 2006. "An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2167-2190, May.
    9. Regina Kaiser & Agustín Maravall, 2000. "Notes on Time Series Analysis, ARIMA Models and Signal Extraction," Working Papers 0012, Banco de España;Working Papers Homepage.
    10. Kaiser, Regina & Maravall, Agustín, 2000. "An application of tramo-seats: changes in seasonality and current trend-cycle assesment: the german retail trade turnover series," DES - Working Papers. Statistics and Econometrics. WS 10010, Universidad Carlos III de Madrid. Departamento de Estadística.
    11. Maravall, Agustin & Planas, Christophe, 1999. "Estimation error and the specification of unobserved component models," Journal of Econometrics, Elsevier, pages 325-353.
    12. Kaiser, Regina & Maravall, Agustín, 2000. "Notes on time serie analysis, ARIMA models and signal extraction," DES - Working Papers. Statistics and Econometrics. WS 10058, Universidad Carlos III de Madrid. Departamento de Estadística.
    13. Mora, Jhon James & Cendales, Andres & Caicedo Carolina, 2016. "Diplomas y desajuste educativo en Cali a partir de avisos clasificados," REVISTA LECTURAS DE ECONOMÍA, UNIVERSIDAD DE ANTIOQUIA - CIE, issue 86, pages 179-198, December.
    14. Bernardí Cabrer Borrás & David Iranzo Pérez, 2007. "El Efecto De Los Atentados Del 11-s Sobre El Turismo En España," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 25, pages 365-386, Abril.
    15. Agustín Maravall & Fernando J. Sánchez, 2000. "An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series," Working Papers 0014, Banco de España;Working Papers Homepage.

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