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Some comments on seasonal adjustment

Author

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  • Philip Hans Franses

Abstract

This paper discusses the practical usefulness of seasonally adjusted time series data. Aspects of seasonal adjustment are considered, and the relevance of adjusted data for economic modelling is examined. One recommendation which emerges from the discussion is that the adjusted data should be presented together with their estimated standard errors. Another is that it is perhaps better not to seasonally adjust at all.

Suggested Citation

  • Philip Hans Franses, 2001. "Some comments on seasonal adjustment," Revista de Economía del Rosario, Universidad del Rosario, June.
    • Handle: RePEc:col:000151:003514
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    File URL: http://revistas.urosario.edu.co/index.php/economia/article/view/997/896
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    Cited by:

    1. Swanson, Norman R. & Urbach, Richard, 2015. "Prediction and simulation using simple models characterized by nonstationarity and seasonality," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 312-323.
    2. Carlos A. Medel V. & Michael Pedersen, 2010. "Incertidumbre en las Series Desestacionalizadas de Actividad y Demanda en Chile," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(1), pages 63-72, April.

    More about this item

    Keywords

    Seasonal adjustment; time series;

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

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