Descriptive Seasonal Adjustment by Minimizing Perturbations

Descriptive Seasonal Adjustment by Minimizing Perturbations

vor 43 Jahren
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vor 43 Jahren
The seasonal adjustment method proposed by Schlicht (1981) can be
viewed as a method that minimizes non-stochastic deviations
(perturbations). This interpretation gives rise to a critique of
the seasonality criterion used there. A new seasonality criterion
is proposed that avoids these shortcomings, and the resulting
seasonal adjustment method is given
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