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Seasonal Adjustment Working Papers

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Seasonal Adjustment Working Papers

This page provides papers of interest to researchers and seasonal adjustment experts are available for downloading.

Working Paper

Testing Collinearity of Vector Time Series

May 10, 2019

Investigating collinearity of vector time series in the frequency domain, by examining the rank of the spectral density matrix at a given frequency of interest.
Working Paper

Time Series Seasonal Adjustment Using Regularized SVD

February 11, 2019

We propose a new seasonal adjustment method based on the Regularized Singular Value Decomposition of the matrix obtained by reshaping seasonal time series data.
Working Paper

Constrained Estimation of Causal Invertible VARMA

January 01, 2019

Presents a reparameterization of vector autoregressive moving aver- age models for parameter estimation under the constraints of causality and invertibility.
Working Paper

Maximum Entropy Extreme-Value Seasonal Adjustment

January 01, 2019

Some economic series in small economies exhibit meagre (i.e. non-positive) values, as well as seasonal extremes.

Page Last Revised - October 28, 2021

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