Seasonal Adjustment when Both Deterministic and Stochastic Seasonality are Present: For Presentation at the National Bureau of Economic Research/Bureau of the Census Conference on Seasonal Analysis of Economic Times Series, Washington, D.C., September 9-10, 1976 |
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Common terms and phrases
Alog NSA Alog Regression annual pattern approaches appropriate ARIMA ARMA model Assumption asymptotically asymptotically efficient autocovariance autoregressive average seasonal adjustment Bjdjt center weight changing seasonal pattern coefficients components model Consumer Price Index decomposition demand deposit deterministic seasonal component deterministic trend deterministic-stochastic differenced series economic time series example F-test filter-preservation property given lag-12 autocorrelation lags 12 least squares linear logarithms low-order mean square error moving average procedures moving average seasonal nonseasonal components null hypothesis ordinary least squares orthogonal overadjustment parameters periodic function periodic mean problem procedures currently quarterly pattern regression residual seasonal adjustment procedure seasonal and nonseasonal seasonal differencing seasonal dummy variables seasonal factors seasonal frequencies seasonal lags seasonal nonstationarity seasonally adjusted series Section 5.2 series adjusted series levels stationary stochastic component stochastic seasonal component stochastic trend symmetric filtering procedures Table tests trend and seasonal unemployment series Variance white noise