Australian Bureau of Statistics
1352.0.55.095 - Research Paper: Temporal Aggregation and Seasonal Adjustment (Methodology Advisory Committee), Jun 2008
Latest ISSUE Released at 11:30 AM (CANBERRA TIME) 21/08/2008 First Issue
|Page tools: Print Page Print All RSS Search this Product|
Suppose a time series of quarterly seasonally adjusted estimates is desired from a quarterly original time series that is the temporal aggregate of a monthly original time series. These estimates can be obtained via two approaches. Either by (1) seasonally adjusting the quarterly original time series directly, or by (2) seasonally adjusting the monthly original time series and then temporally aggregating to the quarterly frequency. For the Census X11 method, the literature suggests that seasonal adjustment first and temporal aggregation second is the more efficient approach.
These documents will be presented in a new window.
This page last updated 3 September 2008