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季节调整的不同公理化体系
The Jorgenson and Lovell axiomatizations of the process of seasonal adjustment are contrasted in this paper. It is argued that dummy variables rather than data subject to prior seasonal adjustment should be employed when time series are utilized in estimating the parameters of a linear economic model.
季节调整的不同公理化方案
The Jorgenson and Lovell axiomatizations of the process of seasonal adjustment are contrasted in this paper. It is argued that dummy variables rather than data subject to prior seasonal adjustment should be employed when time series are utilized in estimating the parameters of a linear economic model.
经济时间序列的季节调整与多元回归分析
The logical implications of certain simple consistency requirements for appraising alternative procedures for seasonal adjustment constitute the first problem considered in this paper. It is shown that any sum preserving technique of seasonal adjustment that satisfies the quite reasonable requirements of orthogonality and idempotency can be executed on the electronic computer by standard least squares regression procedures. Problems involved in utilizing seasonally adjusted…