jdemetra-app
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jdemetra
SAUG ideas for development: "Stopping procesing when a series does not have seasonality"
What does this mean? You may still want to seasonally adjust a series, where tests suggest no seasonality, or if using x-13 use type = summary such that the seasonally adjusted output is actually the original series
If, during an automatic procedure, there are series for which there is no evidence of seasonality, why have a factor for seasonal adjustment?
It seems to me, that it is more correct if JDemetra+ automatically equals the seasonal adjustment factor to zero or one when there is no evidence of seasonality, unless there is evidence of calendar effects and, in this situation it should s factor should equals the cal factor
Of course if we proceed to a detailed analysis and I still want to seasonally adjust the series, I must have the respective factors according to the results of the detailed manual analysis and the model applied.
From: duncanelliott [mailto:[email protected]] Sent: terça-feira, 19 de Janeiro de 2016 14:22 To: jdemetra/jdemetra-app Subject: Re: [jdemetra-app] SAUG ideas for development: "Stopping procesing when a series does not have seasonality" (#140)
What does this mean? You may still want to seasonally adjust a series, where tests suggest no seasonality, or if using x-13 use type = summary such that the seasonally adjusted output is actually the original series
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If there is no evidence of seasonality, the series is not adjusted in Tramo-Seats. In X13, this is not automatic. We could consider an option for disabling automatically the computation of the seasonal component in X13 (you can already do it manually). To be discussed and tested. Workload: 10 days
