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Descriptive seasonal adjustment by minimizing perturbations

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Zusammenfassung

Das vonSchlicht (1981) vorgeschlagene Saisonbereinigungsverfahren kann als ein Verfahren aufgefaßt werden, welches Perturbationen (nichtstochastische Störungen) minimiert. Diese Sichtweise führt zu einer Kritik des dort vorgeschlagenen Saisonkriterismus. Es wird ein neues Saisonkriterium vorgeschlagen, welches diese Nachteile nicht aufweist, und es wird das resultierende Saisonbereinigungsverfahren angegeben.

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Author notes

  1. Ekkehart Schlicht

    Present address: Darmstadt Institute of Technology Schloß, D-61, Darmstadt

  2. Ralf Pauly

    Present address: University of Osnabrück, Luisenstraße 16, D-45, Osnabrück

Authors and Affiliations

    Authors
    1. Ekkehart Schlicht
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    2. Ralf Pauly
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    Additional information

    We thankP. A. Cholette andH. Lütkepohl and an anonymous referee for helpful hints.

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    Schlicht, E., Pauly, R. Descriptive seasonal adjustment by minimizing perturbations. Empirica 10, 15–28 (1983). https://doi.org/10.1007/BF00928918

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    • DOI: https://doi.org/10.1007/BF00928918

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