The Estimation of Seasonal Variation in Economic Time Series
作者:
E.J. Hannan,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1963)
卷期:
Volume 58,
issue 301
页码: 31-44
ISSN:0162-1459
年代: 1963
DOI:10.1080/01621459.1963.10500831
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The problem of estimating the seasonal component in an economic time series is discussed and it is pointed out that the effects of any moving average operator on the seasonal component may be easily reversed so that one may use any suitable operator to remove the trend. The computational procedure is to estimate the seasonal index for the trend free series and to convert this index into a seasonal index for the original series by taking 12 term moving averages of this series (continued periodically) with weights depending on the operator used to remove trend. Weights for some commonly used operators are tabulated. The problem of estimating a slowly evolving seasonal is considered.
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