2001 | OriginalPaper | Chapter
Brief History of Seasonal Adjustment
Authors : Dominique Ladiray, Benoît Quenneville
Published in: Seasonal Adjustment with the X-11 Method
Publisher: Springer New York
Included in: Professional Book Archive
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It is common today to decompose an observed time series X t into several components, themselves unobserved, according to a model such as: $$ X_t = T_t + C_t + S_t + I_t , $$ where T t ,C t ,S t and I t designate, respectively, the trend, the cycle, the seasonality and the irregular components. This is an old idea, and it is doubtless to astronomy that one should turn to find its origin1.