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Seasonal data adjustment


Olga Morgunova, Anton Skrobotov, Marina Turuntseva
(about the authors)

Morgunova Olga Vyacheslavovna – Researcher (Russian Presidential Academy of National Economy and Public Administration under the President of the Russian Federation, Moscow)

Skrobotov Anton Andreevich – Researcher (Russian Presidential Academy of National Economy and Public Administration under the President of the Russian Federation, Moscow)

Turuntseva Marina Yurevna – Head of the laboratory (Russian Presidential Academy of National Economy and Public Administration under the President of the Russian Federation, Moscow)

Published in:
Russian Journal of Entrepreneurship
– Volume 17, Number 1 (January, 2016)



Keywords: dynamic properties of time series, problem of "wagging tail", seasonal smoothing


Citation:
Olga Morgunova, Anton Skrobotov, Marina Turuntseva (2016). Seasonal data adjustment. Russian Journal of Entrepreneurship, 17(1), 115-124. doi: 10.18334/rp.17.1.2202


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Abstract:

The article deals with the main problems arising from the use of seasonal data adjustment procedures, such as: the problem of "wagging tail" and changes of dynamic properties of time series and its impact on the test procedures.







References:
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