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Resource Library
Seasonal Decomposition of Deterministic Effects
Seasonal Decomposition of Deterministic Effects
RR84-01
Introduction
To seasonally adjust zt we must assign part of ft to the seasonal component. The remaining part of ft can be broken down in an indigenous f-effect (such as trading day and holiday) and part of the trend. We first should how to remove the seasonal part for a general ft and then show how to decompose trading day and holiday effects.
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Related Information
Page Last Revised - October 28, 2021
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