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La désaisonnalisation pour le non-spécialiste

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  • Cholette, Pierre A.

    (Statistique Canada)

Abstract

This paper provides simple descriptions and interpretations of the components found in time series: the trend, the cycle, the seasonal, the trading-day and the irregular components. Furthermore, the necessity and the justification of seasonal adjustment are explained. It is however reminded the seasonally adjusted series should not be used for model building.

Suggested Citation

  • Cholette, Pierre A., 1983. "La désaisonnalisation pour le non-spécialiste," L'Actualité Economique, Société Canadienne de Science Economique, vol. 59(1), pages 144-152, mars.
    • Handle: RePEc:ris:actuec:v:59:y:1983:i:1:p:144-152
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    References listed on IDEAS

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    1. Charles I. Plosser, 1978. "A Time Series Analysis of Seasonality in Econometric Models," NBER Chapters, in: Seasonal Analysis of Economic Time Series, pages 365-408, National Bureau of Economic Research, Inc.
    2. Clive W. J. Granger, 1978. "Seasonality: Causation, Interpretation, and Implications," NBER Chapters, in: Seasonal Analysis of Economic Time Series, pages 33-56, National Bureau of Economic Research, Inc.
    3. Kenneth F. Wallis, 1978. "Seasonal Adjustment and Multiple Time Series Analysis," NBER Chapters, in: Seasonal Analysis of Economic Time Series, pages 347-364, National Bureau of Economic Research, Inc.
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