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Seasonal adjustment to daily data with weekly periodicity

What is it about?

Most seasonal adjustment methods can apply to only quarterly or monthly data. This paper shows how to apply to daily data with weekly periodicity by modifying the subprogram of X-13, which is one of the major seasonal adjustment methods.

Why is it important?

In this paper, I extend the scope of the seasonal adjustment method, previously limited to monthly or quarterly data, to daily data with weekly periodicity.

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The following have contributed to this page:
Tetsuma ARITA
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