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November 26, 2024

Speech: Greater Charlottetown Area Chamber of Commerce

Inflation at 2%: the role of monetary policy going forward — Deputy Governor Rhys Mendes speaks before the Greater Charlottetown Area Chamber of Commerce (8:20 (ET) approx.) .

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
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