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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

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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.

Metadata
Title
Brief History of Seasonal Adjustment
Authors
Dominique Ladiray
Benoît Quenneville
Copyright Year
2001
Publisher
Springer New York
DOI
https://doi.org/10.1007/978-1-4613-0175-2_2

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