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Seasonal adjustment of weekly data / by Jeffrey Mollins and Rachit Lumb.: FB3-6/2024-17E-PDF

"This paper summarizes and assesses several of the most popular methods to seasonally adjust weekly data. The industry standard approach, known as X-13ARIMA-SEATS, is suitable only for monthly or quarterly data. Given the increased availability and promise of non-traditional data at higher frequencies, alternative approaches are required to extract relevant signals for monitoring and analysis. This paper reviews four such methods for high-frequency seasonal adjustment"--Abstract, page ii.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.949546&sl=0

Publication information
Department/Agency
  • Bank of Canada, issuing body.
TitleSeasonal adjustment of weekly data / by Jeffrey Mollins and Rachit Lumb.
Series title
  • Staff discussion paper = Document d'analyse du personnel, 1914-0568 ; 2024-17
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • "Last updated: November 18, 2024."
  • ISSN assigned to different series.
  • Includes bibliographical references.
  • Includes abstract in French.
Publishing information
  • [Ottawa] : Bank of Canada = Banque du Canada, 2024.
  • ©2024
Author / Contributor
  • Mollins, Jeff, author.
Description1 online resource (ii, 21 pages) : charts.
Catalogue number
  • FB3-6/2024-17E-PDF
Subject terms
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