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Seasonal Adjustment by Minimizing Perturbations: An Illustration in the Computable Document Format

Author

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  • Schlicht, Ekkehart

Abstract

This note describes and illustrates the seasonal adjustment method proposed by Ekkehart Schlicht and Ralf Pauly (1983) in the interactive computable document format (CDF). It requires the free CDF player available at https://www.wolfram.com/player/. It can also be opened and edited by the Wolfram Mathematica program https://www.wolfram.com/mathematica/.

Suggested Citation

  • Schlicht, Ekkehart, 2021. "Seasonal Adjustment by Minimizing Perturbations: An Illustration in the Computable Document Format," Discussion Papers in Economics 75878, University of Munich, Department of Economics.
    • Handle: RePEc:lmu:muenec:75878
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    File URL: https://epub.ub.uni-muenchen.de/75878/1/Seasonal%20adjustment.zip
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    More about this item

    Keywords

    seasonal adjustment; splines; nonparametric splines; time series;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General

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