Seasonal Adjustment by Minimizing Perturbations

by Ekkehart Schlicht and Ralf Pauly

Empirica 1983 (1), 15-28.

Abstract

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.

Keywords: seasonal adjustment, seasonality, smoothing, spline, descriptive decomposition
 

Professor Dr. Ekkehart Schlicht: Veröffentlichungen/Publications
 

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