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|
|Contact details of provider:|| Postal: Ludwigstr. 28, 80539 Munich, Germany|
Web page: http://www.vwl.uni-muenchen.de
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- Schlicht, Ekkehart & Pauly, Ralf, 1983. "Descriptive Seasonal Adjustment by Minimizing Perturbations," Munich Reprints in Economics 3346, University of Munich, Department of Economics.
- 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.
When requesting a correction, please mention this item's handle: RePEc:lmu:muenar:3371. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Tamilla Benkelberg)
If references are entirely missing, you can add them using this form.