1351.0.55.050 - Research Paper: Temporal Aggregation and Seasonal Adjustment, Jul 2014
ARCHIVED ISSUE Released at 11:30 AM (CANBERRA TIME) 01/07/2014 First Issue
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This paper describes an improved seasonal adjustment method for equivalent monthly and quarterly time series. Specifically, we assess the temporal aggregation method to calculate seasonally adjusted quarterly estimates. The appropriate trending method for such estimates is also outlined. Empirical analysis of the impacts of introducing this method is presented, the case study being Livestock and Meat Production (ABS cat. no. 7215.0). Seasonal adjustment quality was found to be improved, in terms of reduced residual seasonality, with similar or slightly better average revisions to the seasonally adjusted estimates.
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