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Seasonal adjustment in the eighties: Some problems and solutions

 

作者: Estela Bee Dagum,   Guy Huot,   Marietta Morry,  

 

期刊: Canadian Journal of Statistics  (WILEY Available online 1988)
卷期: Volume 16, issue S1  

页码: 109-126

 

ISSN:0319-5724

 

年代: 1988

 

DOI:10.2307/3315220

 

出版商: Wiley‐Blackwell

 

关键词: Current seasonal adjustment;smoothed seasonally adjusted estimates;trading‐day variation;Easter adjustment;aggregation

 

数据来源: WILEY

 

摘要:

AbstractStatistics Canada, like most statistical bureaus, is concerned with problems affecting the accuracy, the consistency, and the usefulness of seasonally adjusted series. The most serious problems affecting the accuracy of seasonally adjusted data in the eighties are related to changes in trading‐day variations caused by changes in consumers' patterns and to the effect of the early arrival of Easter in March (1986) and the beginning of April (1980, 1983, 1985, 1988). The problems affecting consistency mainly result from the lack of uniform practices for the seasonal adjustment of related series and economic aggregates. This lack of uniformity is present in (1) the seasonal adjustment of current observations, which can be done by applying the X‐11‐ARIMA program in four different modes; and (2) the seasonal adjustment of key economic and social indicators, which are aggregates and give different results if adjusted directly or indirectly (through the aggregation of each seasonally adjusted component). Finally, the problem of usefulness of seasonally adjusted data manifests itself for series that are largely irregular, posing then the need for further smoo

 

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