IDEAS home Printed from https://ideas.repec.org/p/lec/leecon/11-12.html
   My bibliography  Save this paper

Alternative Methods of Seasonal Adjustment

Author

Listed:
  • David Stephen Pollock
  • Emi Mise

Abstract

Alternative 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.

Suggested Citation

  • David Stephen Pollock & Emi Mise, 2011. "Alternative Methods of Seasonal Adjustment," Discussion Papers in Economics 11/12, Division of Economics, School of Business, University of Leicester.
    • Handle: RePEc:lec:leecon:11/12
    as

    Download full text from publisher

    File URL: https://www.le.ac.uk/economics/research/RePEc/lec/leecon/dp11-12.pdf
    Download Restriction: no
    ---><---

    Citations

    Blog mentions

    As found by EconAcademics.org, the blog aggregator for Economics research:
    1. Seasonal adjustment is difficult
      by Economic Logician in Economic Logic on 2011-03-04 21:54:00

    More about this item

    Keywords

    Wiener–Kolmogorov Filtering; Frequency-Domain Methods; The Trend-Cycle Component;
    All these keywords.

    NEP fields

    This paper has been announced in the following NEP Reports:

    Lists

    This item is featured on the following reading lists, Wikipedia, or ReplicationWiki pages:
    1. Economic Logic blog

    Statistics

    Access and download statistics

    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:lec:leecon:11/12. 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: Abbie Sleath (email available below). General contact details of provider: https://edirc.repec.org/data/deleiuk.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.