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Seasonal Adjustment

Author

Listed:
  • Svend Hylleberg

    (Department of Economics, University of Aarhus, Denmark)

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 o¢ cially seasonally adjusted data may have the advantage of being cost saving it may also imply a less e¢ cient 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 di¤erent ways to integrate the seasonal adjustment into the econometric analysis in addition to applying data adjusted by the two most popular adjustment methods.

Suggested Citation

  • Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, Department of Economics and Business Economics, Aarhus University.
    • Handle: RePEc:aah:aarhec:2006-04
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    File URL: https://repec.econ.au.dk/repec/afn/wp/06/wp06_04.pdf
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    References listed on IDEAS

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    Cited by:

    1. Pedro M G Martins, 2010. "Fiscal Dynamics in Ethiopia: A Cointegrated VAR Model with Quarterly Data," Discussion Papers 10/05, University of Nottingham, CREDIT.
    2. Bekzod ABDULLAEV & Laszlo KONYA, 2014. "Growth Maximizing Tax Rate for Uzbekistan," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 14(1), pages 59-72.
    3. Larson, Ronald B., 1997. "Food Consumption And Seasonality," Journal of Food Distribution Research, Food Distribution Research Society, vol. 28(2), pages 1-9, July.
    4. Pedro M. G. Martins, 2010. "Fiscal Dynamics in Ethiopia: The Cointegrated VAR Model with Quarterly Data," Working Paper Series 0910, Department of Economics, University of Sussex Business School.

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    More about this item

    Keywords

    Seasonality;

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General

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