评论:季节调整——模型、假设与标准

Comment: Seasonal Adjustment—Models, Assumptions, and Criteria

Journal of Business & Economic Statistics · 1984
被引 0
人大 AABS 4

中文导读

评论了Bell和Hillmer关于季节调整的文章,讨论了调整在建模中的重要性、判断在确定假设和程序中的作用、评估标准(包括一致性)以及进一步的建模考虑。

Abstract

I enjoyed reading Bell and Hillmer's article, as it contains many original and thought-provoking ideas. Moreover, the healthy skepticism expressed in it can be of great value to further progress in seasonal adjustment research and practice. My comments are organized around several issues discussed in their article: the importance of adjustment in a modeling context; the use of judgment in determining assumptions and procedures; the role of evaluation criteria, including consistency; and some further modeling considerations.

季节调整模型模型假设评估准则判断使用