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Descriptive Seasonal Adjustment by Minimizing Perturbations

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  • Schlicht, Ekkehart
  • Pauly, Ralf

Abstract

The seasonal adjustment method proposed by Schlicht (1981) can be viewed as a method that minimizes non-stochastic deviations (perturbations). This interpretation gives rise to a critique of the seasonality criterion used there. A new seasonality criterion is proposed that avoids these shortcomings, and the resulting seasonal adjustment method is given
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Schlicht, Ekkehart & Pauly, Ralf, 1982. "Descriptive Seasonal Adjustment by Minimizing Perturbations," Darmstadt Discussion Papers in Economics 16, Darmstadt University of Technology, Department of Law and Economics.
    • Handle: RePEc:zbw:darddp:dar_39247
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    References listed on IDEAS

    as
    1. Schlicht, Ekkehart, 1982. "Seasonal Adjustment in a Stochastic Model," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 38058, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    2. Hirotugu Akaike, 1980. "Seasonal Adjustment By A Bayesian Modeling," Journal of Time Series Analysis, Wiley Blackwell, vol. 1(1), pages 1-13, January.
    3. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    4. Genshiro Kitagawa, 1981. "A Nonstationary Time Series Model And Its Fitting By A Recursive Filter," Journal of Time Series Analysis, Wiley Blackwell, vol. 2(2), pages 103-116, March.
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    Cited by:

    1. Schlicht, Ekkehart, 1984. "Zerlegung ökonomischer Zeitreihen: Ein deterministischer und stochastischer Ansatz," Munich Reprints in Economics 3344, University of Munich, Department of Economics.
    2. Schlicht, Ekkehart, 1982. "Seasonal Adjustment in a Stochastic Model," Darmstadt Discussion Papers in Economics 25, Darmstadt University of Technology, Department of Law and Economics.
    3. Schlicht, Ekkehart, 2006. "VC - A Method For Estimating Time-Varying Coefficients in Linear Models," Discussion Papers in Economics 61656, University of Munich, Department of Economics.
    4. Schlicht, Ekkehart, 2004. "Estimating the Smoothing Parameter in the So-Called Hodrick-Prescott Filter," IZA Discussion Papers 1054, Institute of Labor Economics (IZA).
    5. Heiler, Siegfried, 1991. "Überlegungen zum Vergleich von Verfahren der Komponentenzerlegung saisonabhängiger Zeitreihen," Discussion Papers, Series II 141, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".

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