| dc.creator |
Arz, Stephanus |
|
| dc.date |
2006 |
|
| dc.date.accessioned |
2013-10-16T07:06:14Z |
|
| dc.date.available |
2013-10-16T07:06:14Z |
|
| dc.date.issued |
2013-10-16 |
|
| dc.identifier |
http://hdl.handle.net/10419/19676 |
|
| dc.identifier |
ppn:523083610 |
|
| dc.identifier |
RePEc:zbw:bubdp1:5196 |
|
| dc.identifier.uri |
http://koha.mediu.edu.my:8181/xmlui/handle/10419/19676 |
|
| dc.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. |
|
| dc.language |
eng |
|
| dc.publisher |
|
|
| dc.relation |
Discussion paper Series 1 / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank 2006,47 |
|
| dc.rights |
http://www.econstor.eu/dspace/Nutzungsbedingungen |
|
| dc.subject |
C22 |
|
| dc.subject |
ddc:330 |
|
| dc.subject |
Seasonal adjustment |
|
| dc.subject |
calendar adjustment |
|
| dc.subject |
over-adjustment |
|
| dc.subject |
multiplicative-additive model |
|
| dc.subject |
X-12-ARIMA |
|
| dc.subject |
Saisonbereinigung |
|
| dc.subject |
ARMA-Modell |
|
| dc.subject |
Zeitreihenanalyse |
|
| dc.subject |
Theorie |
|
| dc.title |
A new mixed multiplicative-additive model for seasonal adjusment |
|
| dc.type |
doc-type:workingPaper |
|