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The effectiveness of alternate models for estimating trading day and moving holiday effects in economic time series are examined. Several alternative approaches to modeling Easter holiday effects will be examined, including a method suggested by the Australian Bureau of Statistics that includes a linear effect. In addition, a more parsimonious technique for modeling trading day variation will be examined by applying the day-of-week constraints from the weekday/weekend trading day contrast regressor found in TRAMO and X-12-ARIMA to stock trading day.
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