Seminar

Seminar: Seasonal adjustment of high-frequency data

Donderdag 26 september 2019 geeft Barend Abeln (RUG) een presentatie getiteld: "Seasonal adjustment of high-frequency data"

Datum
26 september 2019
Tijd
13:00 - 14:00
Locatie
CPB-kantoor, Bezuidenhoutseweg 30, Den Haag (Vergaderzaal 3 - Braamzaal)
Presentatie
Barend Abeln (RUG)
Discussant
Peter Hein van Mulligen en/of Wouter Jonkers
Voertaal
Nederlands

In the last decade large data sets have become available, both in terms of the number of time series and with higher frequencies (daily and even higher). All series may suffer from seasonality, which hides other important fluctuations. There- fore time series are typically seasonally adjusted. Recently, Abeln et al. (2019) presented CAMPLET, a new seasonal adjustment method, which does not pro- duce revisions when new observations become available. The aim of this paper is to show the attractiveness of CAMPLET for high frequency time series. We illustrate seasonal adjustment in CAMPLET for the series of daily consumption of electricity in France, and seasonally adjust the series of gas production in the Netherlands.

Contactpersonen

Foto Simone Pailer
Simone Pailer +31 88 984 60 00 Lees verder