Seasonal Adjustment of the Weekly Monetary Aggregates: A Model-Based Approach
提出一种结合回归模型和时间序列模型的周度数据季节调整方法,并应用于美联储当前调整的美国周度货币供应量序列。
A procedure is developed for seasonally adjusting weekly time series, based on a composite of regression and time series models. The procedure is applied to some weekly U.S. money supply series currently seasonally adjusted by the Federal Reserve.