Search: Seasonally adjusted
RBA Glossary definition for Seasonally adjusted
Seasonally adjusted – A seasonally adjusted series involves estimating and removing seasonal patterns from the original data.
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The Relationship between Financial Indicators and Economic Activity: Some Further Evidence
19 Nov 2012
RDP
PDF
1506KB
6 For models with seasonally adjusted data, two lags performed as well as four. ... Table A2: Tests for Unit Roots and Time Trends1 (not seasonally adjusted data).
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8903.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
Reflecting this, we find that most of the yield effect of the bond purchase program occurred as market prices adjusted in anticipation of the announcement, and our key results come from ... Adjusted R. 2. 0.56. 0.56. 0.54. 0.50. 0.89. 0.89. 0.29. 0.28.
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
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Appendix D: Variable List
8 Oct 2019
RDP
2019-01
inc’ deflated using seasonally adjusted trimmed mean CPI (‘tcpi’). rinc_per_capita. Real household disposable income per adult (15+ years). ... 36. ABS Cat No 6,401.0. ‘rent_cpi’ deflated using seasonally adjusted trimmed mean CPI (‘tcpi’).
https://www.rba.gov.au/publications/rdp/2019/2019-01/appendix-d.html
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Macroprudential Limits on Mortgage Products: The Australian Experience
26 Jul 2021
RDP
2021-07
occupier credit (analysed in Section 7.3), or whether the limit applied to raw or seasonally adjusted credit growth figures.
https://www.rba.gov.au/publications/rdp/2021/2021-07/full.html
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The Term Funding Facility: Has It Encouraged Business Lending?
13 Dec 2022
RDP
2022-07
Notes: (a) Adjusted for cross-currency hedging. (b) Covered bonds trade at yields on average about 5 basis points below senior unsecured (domestic) bonds since 2019, but this has varied over ... In addition, we use non-seasonally adjusted data so month-to
https://www.rba.gov.au/publications/rdp/2022/2022-07/full.html
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Read me
1 Jan 2020
RDP
2020-01
CPI – Trimmed Mean Excl Interest and Tax Changes: Index, seasonally adjusted, quarterly (ABS Cat No 6401.0 ‘Consumer Price Index, Australia’). ... Unemployment Rate: %, seasonally adjusted, monthly (ABS Cat No 6202.0 ‘Labour Force, Australia’).
https://www.rba.gov.au/publications/rdp/2020/2020-01/read-me.html
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VAR Forecasting Models of the Australian Economy: A Preliminary Analysis
19 Nov 2012
RDP
PDF
785KB
5563R. 21. Data Appendix. GDPNF - Gross non-farm product, seasonally adjusted, 1979-80 prices. ... Gross fixed private capital expenditure, seasonally adjusted 1979-80. prices; ABS Quarterly Estimates, December 1985.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8802.pdf
Appendix B: Data Sources
1 Dec 2015
RDP
2015-11
All data are seasonally adjusted and measured in chain volume terms, except for the net exports-to-GDP ratio, which is seasonally adjusted and measured in current prices, and hours worked, ... which is seasonally adjusted.
https://www.rba.gov.au/publications/rdp/2015/2015-11/appendix-b.html
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Appendix A: Data
31 Dec 2013
RDP
2013-01
These data are from internal RBA sources and seasonally adjusted by the authors, but are also available from the statistical tables on the RBA website, A6 Banknotes on Issue by Denomination. ... Retail currency withdrawals data are from internal sources
https://www.rba.gov.au/publications/rdp/2013/2013-01/appendix-a.html
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Appendix A: Data Description and Sources
9 Nov 2009
RDP
2009-06
For our analysis, we seasonally adjusted the series and then converted it to a quarterly frequency. ... For our analysis, we seasonally adjusted the series. Sweden: CPI, 1960–2008, available from Statistics Sweden.
https://www.rba.gov.au/publications/rdp/2009/2009-06/appendix-a.html
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