Median-based seasonal adjustment in the presence of seasonal volatility
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More about this item
Keywords
Tukey Median Smoothing; Unstable Seasonality; Seasonal Filtering; Census X-11-ARIMA; Robust Filtering;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2012-03-14 (Econometrics)
- NEP-ETS-2012-03-14 (Econometric Time Series)
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