Search: Seasonally adjusted
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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 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
Effects on Market Functioning
24 May 2022
RDP
2022-02
Seasonally adjusted to remove predictable intra-quarter variation. Number of top-of-book contracts. ... 132. Adjusted R. 2. 0.81. 0.66. 0.78. 0.03. 0.23. Notes: HAC standard errors in parentheses; , and denote statistical significance at the 10, 5 and 1
https://www.rba.gov.au/publications/rdp/2022/2022-02/effects-on-market-functioning.html