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http://dspace.mediu.edu.my:8181/xmlui/handle/10419/19676| Title: | A new mixed multiplicative-additive model for seasonal adjusment |
| Keywords: | C22 ddc:330 Seasonal adjustment calendar adjustment over-adjustment multiplicative-additive model X-12-ARIMA Saisonbereinigung ARMA-Modell Zeitreihenanalyse Theorie |
| Issue Date: | 16-Oct-2013 |
| Publisher: | |
| 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. |
| URI: | http://koha.mediu.edu.my:8181/xmlui/handle/10419/19676 |
| Other Identifiers: | http://hdl.handle.net/10419/19676 ppn:523083610 RePEc:zbw:bubdp1:5196 |
| Appears in Collections: | EconStor |
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