Hi all,
A quick question on seasonal adjustment in Eviews.
I was looking to seasonally adjust a quarterly series, however I would like the annual (i.e. four quarter sum) total of the seasonally adjusted series to be the same as the original raw series.
I am using code along the following lines, where pcgr is the raw, non-seasonally adjusted series.
pcgr.x12 pcgr_x12
I'm not particularly concerned with whether I use X12 vs X13 etc, I'd just like a method so that I can easily apply this option.
Kindest Regards,
Seasonal adjustment
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Re: Seasonal adjustment
I don't think there is a direct way to do it. you can initially seasonally adjust the series and ensure that it equals the annual (four quarter sum) by equally distributing the residual to the series.
Re: Seasonal adjustment
saranya wrote:I don't think there is a direct way to do it. you can initially seasonally adjust the series and ensure that it equals the annual (four quarter sum) by equally distributing the residual to the series.
Thanks saranya, I was hoping there would be some automatic option but it appears not.
Many thanks for the reply.
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