Seasonal Adjustment in a Stochastic Model

by Ekkehart Schlicht

Statistische Hefte 1984, 25, 1-12.

Abstract

The aim of this paper is to develop a model-based seasonal adjustment method which will yield the same decomposition formulas as the descriptive seasonal adjustment procedures proposed in Schlicht/Pauly (1984) and Schlicht (1981). Hence the duality between the descriptive and the model-based approaches to seasonal adjustment referred to in Schlicht (1981) is resolved for this class of statistical models and descriptive procedures. In addition, estimates for the weights used in the descriptive procedures can be obtained in the stochastic framework, in principle.


Keywords: seasonal adjustment, smoothing, spline, descriptive decomposition
 

Article

Professor Dr. Ekkehart Schlicht: Veröffentlichungen/Publications
 

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