Posts

• November 18, 2024

  CORRA Advisory Group Meeting (November 18, 2024)

  Content Type(s): Meetings Source(s): CORRA Advisory Group

• Seasonal Adjustment of Weekly Data

  Staff Discussion Paper 2024-17 Jeffrey Mollins, Rachit Lumb

  The industry standard for seasonally adjusting data, X-13ARIMA-SEATS, is not suitable for high-frequency data. We summarize and assess several of the most popular seasonal adjustment methods for weekly data given the increased availability and promise of non-traditional data at higher frequencies.

  Content Type(s): Staff research, Staff discussion papers Topic(s): Econometric and statistical methods JEL Code(s): C, C1, C4, C5, C52, C8, E, E0, E01, E2, E21