A Comparison of a Modified “Hannan” and the Bls Seasonal Adjustment Filters
修正的 Hannan 季节调整滤波器与 BLS 滤波器的比较AI 解读 ↓
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修正的 Hannan 季节调整滤波器与 BLS 滤波器的比较
- 研究问题
- 研究如何比较 BLS 季节调整程序与修正的 Hannan 回归调整法，重点考察季节成分以外的信息损失及时间关系失真。
- 方法与思路
- 作者延续此前的谱分析思路，利用原序列、调整后序列的谱及交叉谱，考察两种季节调整程序对序列特征的影响。
- 材料陈述的贡献
- 摘要明确将比较对象扩展为 BLS 程序与修正的 Hannan 方法；所述两法均有失真的结论属于此前研究，本篇结果未交代。
- 阅读关注点
- 阅读全文时应核对 Hannan 方法如何修正、滤波器的频率响应如何比较，以及季节性剔除与时间关系失真的判定依据。
- 阅读边界
- 仅据版本未注明的 OpenAlex 索引摘要，无法判断本篇两种方法的比较结果；不得将摘要回顾的前篇结论移用于本篇。
原文摘要
In a previous paper [12], an attempt was made to show how spectral techniques could be used to compare the effects of two seasonal adjustment procedures on the series to which they were applied. The two procedures compared were: (a) the technique currently used by the Bureau of Labor Statistics for seasonally adjusting employment, unemployment, and labor force monthly statistics, and (b) the so-called “residual” method, proposed by Brittain [2], Samuelson [16], and others. Spectra of the original and the seasonally adjusted series and the cross spectrum of the two were used to aid in the assessment of whether either procedure removed more than could be considered seasonal, introduced spurious regularities, and/or distorted temporal relationships. It was concluded that both techniques removed more than seasonal effects from, and produced some temporal distortion in, the series to which they were applied. Neither method appeared to be superior to the other. It is the purpose of this paper to carry the previous analysis one step further and to compare the BLS procedure with a modified version of the regression method of seasonal adjustment suggested by Cowden [3] and Mendershausen [11], and recently revived by Hannan [9, 10] in an exceptionally sophisticated form. In addition to Hannan's work along the lines suggested, Nettheim [13] and Rosenblatt [15] have made studies. Rosenblatt [15] has carried out analyses similar to those reported here.