A Seasonal Adjustment Filter for Use in Box Jenkins Analyses of Seasonal Time Series
Knut Conradsen, Henrik Spliid · Journal of the Royal Statistical Society Series C (Applied Statistics) · 1981
A seasonal adjustment filter of the form yt = zt – (1 – α) zt ‐ n – αzt –n ‐ 1 is discussed. The purpose of this filter is to remove periods around n + α. The gain and phase of the filter is given, and in a case of fitting tides it shows better performance than filters of the form yt = zt ‐ zt ‐ n.