Sensitivity Analysis of Seasonal Adjustments: Empirical Case Studies
季节调整的敏感性分析:实证案例研究
Three detailed case studies illustrating the seasonal analysis of economic time series are presented using component models for seasonal and nonseasonal behavior. Analyses are performed within a semi-Bayesian framework where inferences for target quantities of interest, such as seasonally adjusted values, are obtained as posterior distributions conditional on observed data and fitted parameter values. Such an approach is similar to previous model-based methods of seasonal…