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Regular version of the site

Working paper

Непараметрическое выделение динамических сезонных циклов

Губанов В. А.
The paper presents a non-parametric seasonal adjustment algorithm based on variational principles. Basic relations of the suggested procedure are considered for two cases – continuous time and time series. Some features and restrictions of the algorithm are discussed. Numerical results of the algorithm are compared with Census X-11 and stationary seasonal wave extraction algorithms. Dynamic seasonal effects in transient economy time series are discussed having regard to the crisis of 1998.