Seasonal Adjustment of Data for Econometric Analysis
作者:
DaleW. Jorgenson,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1967)
卷期:
Volume 62,
issue 317
页码: 137-140
ISSN:0162-1459
年代: 1967
DOI:10.1080/01621459.1967.10482894
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
An earlier paper [3] provides axioms for the seasonal adjustment of economic time series. Seasonally adjusted data should be minimum variance, unbiased, and linear in an appropriate sense. These axioms yield a unique method for seasonal adjustment. The seasonally adjusted data may be obtained by an application of ordinary least squares regression.1
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