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DESEASONALIZE: MATLAB function to remove short and long term seasonal components

Author

Listed:
  • Rafal Weron

    (Wroclaw University of Technology)

Programming Language

MATLAB

Abstract

DESEASONALIZE returns deseasonalized time series and the short- (STSC) and long-term seasonal components (LTSC). The LTSC is obtained either through wavelet decomposition or by fitting a sinusoid. The STSC is extracted by finding the mean or median periodic component. The original and deseasonalized time series can be plotted together with their periodograms.

Suggested Citation

  • Rafal Weron, 2010. "DESEASONALIZE: MATLAB function to remove short and long term seasonal components," Statistical Software Components M429002, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:m429002
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/d/deseasonalize.m
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