Length of a time series for seasonal adjustment some empirical experiments.

Use of 5 to 15 years of quarterly or monthly data is suggested when doing seasonal adjustment using X11 and its variants. This is meant to address changes in the structure of the time series. Philippine time series are good candidates for this practice since they usually exhibit frequent changes i...

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Bibliographic Details

Published in:	Philippine Statistician Vol. 60 (2011), 31-41
Main Author:	Bersales, Lisa Grace S.
Resource Type:	Article
Language:	English
Published:	2011
Subjects:	Time-series analysis Seasonal adjustment