A Seasonal Adjustment Principle and a Seasonal Adjustment Method Derived From this Principle
The decomposition of a given time series into trend, seasonal component, and irregular component is formulated as a minimization problem. The trend is chosen such that it is as smooth as possible; the seasonal component is chosen such that it exhibits a seasonal pattern as stable as possible; and the trend and seasonal components are jointly chosen such that the given time series is explained as well as possible by these two components; that is, the irregular component is minimized
|Date of creation:||1981|
|Date of revision:|
|Publication status:||Published in Journal of the American Statistical Association 374 76(1981): pp. 374-378|
|Contact details of provider:|| Postal: Ludwigstr. 28, 80539 Munich, Germany|
Web page: http://www.vwl.uni-muenchen.de
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