Brief History of Seasonal Adjustment
Part of the Lecture Notes in Statistics book series (LNS, volume 158)
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.
$$ X_t = T_t + C_t + S_t + I_t , $$
KeywordsLocal Regression ARIMA Model Observe Time Series Calendar Effect Seasonal Adjustment
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© Springer Science+Business Media New York 2001