Descriptive Seasonal Adjustment by Minimizing Perturbations
The seasonal adjustment method proposed by Schlicht (1981) can be viewed as a method that minimizes non-stochastic deviations (perturbations). This interpretation gives rise to a critique of the seasonality criterion used there. A new seasonality criterion is proposed that avoids these shortcomings, and the resulting seasonal adjustment method is given
|Date of creation:||1983|
|Date of revision:|
|Publication status:||Published in Empirica 1 9(1983): pp. 15-28|
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