Seasonal Adjustment in a Stochastic Model
The aim of this paper is to develop a model-based seasonal adjustment method which will yield the same decomposition formulas as the descriptive seasonal adjustment procedures proposed in Schlicht/Pauly (1984) and Schlicht (1981). Hence the duality between the descriptive and the model-based approaches to seasonal adjustment referred to in Schlicht (1981) is resolved for this class of statistical models and descriptive procedures. In addition, estimates for the weights used in the descriptive procedures can be obtained in the stochastic framework, in principle
|Date of creation:||1984|
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- Schlicht, Ekkehart, 1981. "A Seasonal Adjustment Principle and a Seasonal Adjustment Method Derived From this Principle," Munich Reprints in Economics 3374, University of Munich, Department of Economics.
- Schlicht, Ekkehart & Pauly, Ralf, 1982. "Descriptive Seasonal Adjustment by Minimizing Perturbations," Darmstadt Discussion Papers in Economics 16, Darmstadt University of Technology, Department of Law and Economics.
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