Search: Seasonally adjusted

Sort by: Relevance Date
1–5 of 5 collapsed search results for Seasonally adjusted
Did you mean seasonallyadjusted?

RBA Glossary definition for Seasonally adjusted

Seasonally adjusted – A seasonally adjusted series involves estimating and removing seasonal patterns from the original data.

Search Results

Seasonally Adjusting Chinese Economic Time Series

31 Dec 2015 RDP 2015-13
Ivan Roberts and Graham White
This effect can be seen in the non-seasonally adjusted line in Figure 6. ... As there is no obvious criterion for choosing between the two approaches, we focus on the benchmark seasonally adjusted estimates.
https://www.rba.gov.au/publications/rdp/2015/2015-13/seasonally-adjusting-chinese-economic-time-series.html

Appendix B: Outlier Corrections, Seasonal Filters and Diagnostic Tests

31 Dec 2015 RDP 2015-13
Ivan Roberts and Graham White
The first estimate of the seasonally adjusted series is:. ... Finally, the seasonal factors are normalised again, resulting in another estimate of the seasonally adjusted series:.
https://www.rba.gov.au/publications/rdp/2015/2015-13/appendix-b.html

References

31 Dec 2015 RDP 2015-13
Ivan Roberts and Graham White
Orlik T (2011), ‘Q-on-Q Seasonally Adjusted Annualized GDP—It's Important!’,. The Wall Street Journal. ... Journal of Applied Econometrics. , 17(3), pp 291–299. Saijo H (2013), ‘Estimating DSGE Models Using Seasonally Adjusted and Unadjusted
https://www.rba.gov.au/publications/rdp/2015/2015-13/references.html

Introduction

31 Dec 2015 RDP 2015-13
Ivan Roberts and Graham White
Until 2011, the NBS did not publish seasonally adjusted data, and at present only a handful of series are available in this form. ... publish seasonally adjusted figures for key series) provide an additional motivation to investigate the application of
https://www.rba.gov.au/publications/rdp/2015/2015-13/introduction.html

Seasonal Adjustment with Chinese Moving Holiday Effects

31 Dec 2015 RDP 2015-13
Ivan Roberts and Graham White
The percentage revision of the seasonally adjusted series is defined as:. ... Typically, four overlapping spans are considered. For each month of the calendar year, percentage differences across spans for the seasonally adjusted series and its
https://www.rba.gov.au/publications/rdp/2015/2015-13/seasonal-adjustment-with-chinese-moving-holiday-effects.html