Design of Seasonal Adjustment Filter Robust to Variations in the Seasonal Behaviour of Time Series
Considering that many macroeconomic time series present changing seasonal behaviour, there is a need for filters that are robust to such changes. This article proposes a method to design seasonal filters that address this problem. The design was made in the frequency domain to estimate seasonal fluc...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2017-03-01
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| Series: | Journal of Official Statistics |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/jos-2017-0009 |