STL seasonally adjusted for weekly data

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lotusfr
Posts: 9
Joined: Mon Jul 13, 2020 1:41 am

STL seasonally adjusted for weekly data

Postby lotusfr » Wed Dec 09, 2020 5:04 am

Hi,
I am using STL function to seasonally adjust weekly data.

According to the help page, STL assumes an additive relationship between the seasonal, trend and remainder components.
help page.PNG
help page.PNG (226.85 KiB) Viewed 14157 times


However, when I run the function I got trend, season, remainder and adjusted.
what I got.PNG
what I got.PNG (162.44 KiB) Viewed 14157 times


What is the adjusted here?

Thanks a lot.

Best,
Rong

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13307
Joined: Tue Sep 16, 2008 5:38 pm

Re: STL seasonally adjusted for weekly data

Postby EViews Gareth » Wed Dec 09, 2020 9:21 am

Adjusted = Actual - Seasonal
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lotusfr
Posts: 9
Joined: Mon Jul 13, 2020 1:41 am

Re: STL seasonally adjusted for weekly data

Postby lotusfr » Wed Dec 09, 2020 11:31 am

EViews Gareth wrote:Adjusted = Actual - Seasonal

Thanks a lot. Make sense


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