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.
$$ X_t = T_t + C_t + S_t + I_t , $$
KeywordsCrest Sonal Estima
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© Springer Science+Business Media New York 2001