Abstract
It is common today to decompose an observed time series X t into several components, themselves unobserved, according to a model such as:
where T t ,C t ,S t and I t designate, respectively, the trend, the cycle, the seasonality and the irregular components. This is an old idea, and it is doubtless to astronomy that one should turn to find its origin1.
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© 2001 Springer Science+Business Media New York
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Ladiray, D., Quenneville, B. (2001). Brief History of Seasonal Adjustment. In: Seasonal Adjustment with the X-11 Method. Lecture Notes in Statistics, vol 158. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-0175-2_2
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DOI: https://doi.org/10.1007/978-1-4613-0175-2_2
Publisher Name: Springer, New York, NY
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