Journal Name:
- İstanbul Üniversitesi Maliye Araştırma Merkezi Konferansları Dergisi
| Author Name | University of Author |
|---|---|
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Abstract (Original Language):
The ratio to moving average or multiplicative technique is used for seasonal adjusment (Hall, Lilien, Startz, pp. 177-178). A centered moving average of the series is computed (the moving average covers a whole year centered around the current observation). The ratio of the series to the moving average is calculated. The average of this ratio over ail the years in the sample is calculated for each quarter separately. These are the seasonal effects. The seasonally adjusted series is computed by dividing the original series by the seasonal factors.
FULL TEXT (PDF):
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