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A Set of End Weights to End All End Weights

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Introduction

Given a moving average used to calculate a seasonal factor curve or a trend-cycle curve, the problem is to derive a set of moving average weights for the end terms which will minimize revisions between preliminary and final estimates of the seasonal or trend-cycle. As an example, consider the end weights for the 5-term moving average as a seasonal factor curve. End weights for other seasonal curves of different length and trend-cycle curves may be derived in a similar manner.

Page Last Revised - October 8, 2021
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