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A Seasonal Adjustment Principle and a Seasonal Adjustment Method Derived From this Principle

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  • Schlicht, Ekkehart

Abstract

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

Suggested Citation

  • 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.
  • Handle: RePEc:lmu:muenar:3374
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    File URL: https://epub.ub.uni-muenchen.de/3374/1/17.pdf
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    Citations

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    Cited by:

    1. Heiler, Siegfried, 1991. "Überlegungen zum Vergleich von Verfahren der Komponentenzerlegung saisonabhängiger Zeitreihen," Discussion Papers, Series II 141, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
    2. Schlicht, Ekkehart, 1982. "Seasonal Adjustment in a Stochastic Model," Darmstadt Discussion Papers in Economics 25, Darmstadt University of Technology, Department of Law and Economics.
    3. Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2014. "How Does Monetary Policy Change? Evidence On Inflation-Targeting Countries," Macroeconomic Dynamics, Cambridge University Press, vol. 18(03), pages 593-630, April.
    4. Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2013. "Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?," Journal of Financial Stability, Elsevier, vol. 9(1), pages 117-138.
    5. Jaromír Baxa & Roman Horváth & Bořek Vašíček, 2011. "Time Varying Monetary Policy Rules and Financial Stress," Chapters,in: Handbook of Central Banking, Financial Regulation and Supervision, chapter 10 Edward Elgar Publishing.
    6. Schlicht, Ekkehart, . "Grundlagen der ökonomischen Analyse," Monographs in Economics, University of Munich, Department of Economics, number 25821, Jul-Dec.
    7. Schlicht, Ekkehart, 2008. "Trend Extraction From Time Series With Structural Breaks and Missing Observations," Discussion Papers in Economics 2127, University of Munich, Department of Economics.

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