A Review of Seasonal Adjustment Diagnostics

DOI10.1111/INSR.12482MaRDI QIDQ6067576zbMATH OpenOpenAlexFDO

Authors Tucker S. McElroy, Anindya Roy

Publication date 14 December 2023

Published in International Statistical Review (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11603/23858

zbMATH Keywords

QS diagnosticseasonal autocorrelationspectral peaksvisual significance

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx) Applications of statistics (62Pxx) Mathematical economics (91Bxx)

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Cites work

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Cited in

(4)

• Structural periodic vector autoregressions
• Statistical Inference for High-Dimensional Spectral Density Matrix
• Seasonal Adjustment of Time Series Observed at Mixed Frequencies Using Singular Value Decomposition with Wavelet Thresholding
• Mitigating Process Distortion While Preserving Accounting Relations in Hierarchical Time Series

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