parametric ARIMA model-based approach to seasonal adjustment for any given time series without the necessity of switching between … finally illustrate the decision tree on selected German macroeconomic time series. …

of daily time series, even though an increasing number of series with daily observations are available. The aim of this … influence of moving holidays in time series with daily observations. To this end, an iterative STL based seasonal adjustment … validated using the currency in circulation in Germany and a set of simulated time series. A comparison with established methods …

The aim of this paper is to set out criteria for defining trend and seasonal components in a time series. The criteria … are set up primarily in terms of properties involving prediction. Because a structural time series model is set up in …

Infra-monthly time series have increasingly appeared on the radar of official statistics in recent years, mostly as a …