On periodic correlations between estimated seasonal and nonseasonal components for US and German unemployment
检验了美国和德国官方季度失业率数据中季节性与非季节性成分的正交性假设，发现非周期相关性不拒绝该假设，但基于随季节变化的周期相关性分析表明正交性被违反，未调整数据可用带单位根的周期自回归模型描述。
The orthogonality assumption of seasonal and nonseasonal components for official quarterly unemployment figures in Germany and the US is examined. Although nonperiodic correlations do not seem to reject the orthogonality assumption, a periodic analysis based on correlation functions that vary with the seasons indicates the violation of orthogonality. The unadjusted data can be described by periodic autoregressive models with a unit root. In simulations, the empirical findings for the German data are replicated, where simple models are used to generate artificial samples. Multivariate seasonal adjustment leads to large periodic correlations. Additive adjustment leads to smaller ones.