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On the Design of Seasonal Adjustment Methods using Linear Programming Techniques

 

作者: ThomasW. O'Gorman,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1982）
卷期: Volume 77, issue 380  

页码: 739-742

 

ISSN:0162-1459

 

年代: 1982

 

DOI:10.1080/01621459.1982.10477879

 

出版商: Taylor & Francis Group

 

关键词: Seasonality;Seasonal adjustment;Time series;Linear programming;Filter design;Discrete Fourier transforms

 

数据来源: Taylor

 

摘要:

The objectives of the seasonal adjustment of monthly economic time series are discussed. The design of seasonal adjustment methods of the moving average type is formulated in terms of a linear programming problem. A moving average is designed, using this technique, to seasonally adjust current data. The designed moving average is compared to the X-11 current data moving average in both the time and the frequency domains.

 

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