DESEASONALIZE: MATLAB function to remove short and long term seasonal components
Rafał Weron · RePEc: Research Papers in Economics · 2010
DESEASONALIZE returns deseasonalized time series and the short- (STSC) and long-term seasonal components (LTSC). The LTSC is obtained either through wavelet decomposition or by fitting a sinusoid. The STSC is extracted by finding the mean or median periodic component. The original and deseasonalized time series can be plotted together with their periodograms.