Seasonal Adjustment

University of Aarhus Department of Economics Working Paper No. 2006-4

32 Pages Posted: 18 Jun 2008

See all articles by Svend Hylleberg

Svend Hylleberg

Aarhus University - Department of Economics

Date Written: 22-02-2006

Abstract

The main objective behind the production of seasonally adjusted time series is to give an easy access to a common time series data set purged of what is considered seasonal noise. Although the application of officially seasonally adjusted data may have the advantage of being cost saving it may also imply a less efficient use of the information available, and one may apply a distorted set of data. Hence, in many cases, there may be a need for treating seasonality as an integrated part of an econometric analysis. In this article we present several diýerent ways to integrate the seasonal adjustment into the econometric analysis in addition to applying data adjusted by the two most popular adjustment methods.

Keywords: Seasonality

JEL Classification: C10

Suggested Citation

Hylleberg, Svend, Seasonal Adjustment (22-02-2006). University of Aarhus Department of Economics Working Paper No. 2006-4. Available at SSRN: https://ssrn.com/abstract=1147032 or http://dx.doi.org/10.2139/ssrn.1147032

Svend Hylleberg (Contact Author)

Aarhus University - Department of Economics ( email )

University Park
DK-8000 Aarhus C
Denmark
+45 8942 1133 (Phone)
+45 8613 6334 (Fax)

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