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http://dspace.mediu.edu.my:8181/xmlui/handle/10419/19676Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.creator | Arz, Stephanus | - |
| dc.date | 2006 | - |
| dc.date.accessioned | 2013-10-16T07:06:14Z | - |
| dc.date.available | 2013-10-16T07:06:14Z | - |
| dc.date.issued | 2013-10-16 | - |
| dc.identifier | http://hdl.handle.net/10419/19676 | - |
| dc.identifier | ppn:523083610 | - |
| dc.identifier | RePEc:zbw:bubdp1:5196 | - |
| dc.identifier.uri | http://koha.mediu.edu.my:8181/xmlui/handle/10419/19676 | - |
| dc.description | Usually, seasonal adjustment is based on time series models which decompose an unadjusted series into the sum or the product of four unobservable components (trendcycle, seasonal, working-day and irregular components). In the case of clearly weatherdependent output in the west German construction industry, traditional considerations lead to an additive model. However, this results in an over-adjustment of calendar effects. An alternative is a multiplicative-additive mixed model, the estimation of which is illustrated using X-12-ARIMA. Finally, the relevance of the new model is shown by analysing selected time series for different countries. | - |
| dc.language | eng | - |
| dc.publisher | - | |
| dc.relation | Discussion paper Series 1 / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank 2006,47 | - |
| dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | - |
| dc.subject | C22 | - |
| dc.subject | ddc:330 | - |
| dc.subject | Seasonal adjustment | - |
| dc.subject | calendar adjustment | - |
| dc.subject | over-adjustment | - |
| dc.subject | multiplicative-additive model | - |
| dc.subject | X-12-ARIMA | - |
| dc.subject | Saisonbereinigung | - |
| dc.subject | ARMA-Modell | - |
| dc.subject | Zeitreihenanalyse | - |
| dc.subject | Theorie | - |
| dc.title | A new mixed multiplicative-additive model for seasonal adjusment | - |
| dc.type | doc-type:workingPaper | - |
| Appears in Collections: | EconStor | |
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