Empirical Analysis of the Properties of Methods of Seasonal Adjustment of Russian Macroeconomic Indicators[Моделирование Воздействия Государства На Процессы Экономического Роста]

Seasonal adjustment of Socio-economic indicators is a standard tool that allows to eliminate the time-series of seasonal fluctuations and, thus, to solve (at least partially) the problem of modeling the seasonality, as in the one-dimensional models, as well as in structural macroeconomic models. The task of seasonal adjustment in many countries is a prerogative of the official statistical services: they spend the seasonal adjustment using the same methodology and publish the relevant data (and sometimes their only). Unfortunately, at the moment Rosstat does not publish seasonally adjusted figures (except a few). As a result of the empirical studies authors have to seasonally smooth the time series by themselves, using the built-in modern software packages procedure.