Calendar Effects in Monthly Time Series: Modeling and Adjustment
月度时间序列的日历效应:建模与调整
Most monthly time series that represent a total of some variable for each month contain calendar effects due to changing month length, day-of-the-week effects, and holidays. It is important to remove the calendar variation to allow an effective assessment of the variation due to important factors. New procedures for calendar adjustment are presented in this article. A plausible model for the daily data is used to derive a model for the monthly data in which the power…