Skip to main content
NBER: National Bureau of Economic Research
Subscribe
Media
Open Calls
Summer Institute 2025
Search
Research
EXPLORE Research
Findings
Working Papers
Books & Chapters
Videos
Periodicals
The Digest
The Reporter
The Bulletin on Retirement and Disability
The Bulletin on Health
The Bulletin on Entrepreneurship
The Bulletin on Aging & Health Archives
Data & Business Cycles
Boston Research Data Center
Business Cycle Dating
Public Use Data Archive
All Topics
Taxation
Unemployment and Immigration
Energy
Entrepreneurship
Trade
Programs & Projects
EXPLORE Programs & Projects
Programs
Economics of Aging
Asset Pricing
Children and Families
Corporate Finance
Development Economics
Development of the American Economy
Economic Fluctuations and Growth
Economics of Education
Economics of Health
Environment and Energy Economics
Industrial Organization
International Finance and Macroeconomics
International Trade and Investment
Labor Studies
Law and Economics
Monetary Economics
Political Economy
Productivity, Innovation, and Entrepreneurship
Public Economics
Working Groups
Behavioral Finance
Chinese Economy
Cohort Studies
Economics of Crime
Entrepreneurship
Gender in the Economy
Household Finance
Innovation Policy
Insurance
Market Design
Organizational Economics
Personnel Economics
Race and Stratification in the Economy
Urban Economics
All Projects & Centers
Boosting Grant Applications from Faculty at MSIs
Center for Aging and Health Research
Center on Economics of Alzheimer's Disease
Conference on Research in Income and Wealth
Economics of Digitization
Economics of Supply Chains
Financial Frictions and Systemic Risk
New Developments in Long-Term Asset Management
Healthcare Decision-Making and Outcomes for People Living with Alzheimer's Disease
Macroeconomics Annual
Measuring the Clinical and Economic Outcomes Associated with Delivery Systems
The Roybal Center for Behavior Change in Health
Science of Science Funding
Training Program in Aging and Health Economics
Transportation Economics in the 21st Century
Conferences
EXPLORE Conferences
Summer Institute
Reimbursements
Affiliated Scholars
NBER News
EXPLORE NBER News
Research in the News
Nobel Laureates
Featured Working Papers Archive
Career Resources
EXPLORE Career Resources
RA Positions – at NBER
RA Positions – not at the NBER
Staff Positions at NBER
Calls for Fellowship Applications
Current Fellowship Recipients
About
EXPLORE About
Leadership & Governance
Support & Funding
History
Standards of Conduct
Staff
Subscribe
Media
Open Calls
Summer Institute 2025
Search
Home
Research
Books & Chapters
Seasonal Analysis of Economic Time…
Seasonal Analysis of Economic Time Series
Arnold Zellner
, editor
Share
X
LinkedIn
Facebook
Bluesky
Threads
Email
Published Date
January 1978
Copyright
1979
PUBLISHER
: NBER
Get permission to reprint part of this book
Table of Contents
Front matter to Seasonal Analysis of Economic Time Series
Author(s):
Arnold Zellner
Chapter 1:
An Overview of the Objectives and Framework of Seasonal Adjustment
Author(s):
(p. 3-32)
Chapter 2:
Seasonality: Causation, Interpretation, and Implications
Author(s):
(p. 33-56)
Chapter 3:
A Survey and Comparative Analysis of Various Methods of Seasonal Adjustment
Author(s):
(p. 59-94)
Chapter 4:
Seasonal Adjustment of Sensitive Indicators
Author(s):
(p. 97-104)
Chapter 5:
The Analysis of Single and Related Time Series into Components: Proposals for Improving X-II
Author(s):
(p. 107-172)
Chapter 6:
Seasonal Adjustment When the Seasonal Component Behaves Neither Purely Multiplicatively nor Purely Additively
Author(s):
(p. 173-198)
Chapter 7:
SABL: A Resistant Seasonal Adjustment Procedure With Graphical Methods for Interpretation and Diagnosis
Author(s):
(p. 201-241)
Chapter 8:
Seasonal Adjustment When Both Deterministic and Stochastic Seasonality Are Present
Author(s):
(p. 242-280)
Chapter 9:
Estimating Structural Models of Seasonality
Author(s):
(p. 281-308)
Chapter 10:
Analysis and Modeling of Seasonal Time Series
Author(s):
George E. P. Box
,
Steven C. Hillmer
&
George C. Tiao
(p. 309-344)
Chapter 11:
Seasonal Adjustment and Multiple Time Series Analysis
Author(s):
(p. 347-364)
Chapter 12:
A Time Series Analysis of Seasonality in Econometric Models
Author(s):
(p. 365-408)
Chapter 13:
The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series
Author(s):
(p. 411-432)
Chapter 14:
Some Consequences of Temporal Aggregation in Seasonal Time Series Models
Author(s):
(p. 433-448)
Chapter 15:
Retrospect and Prospect
Author(s):
Arnold Zellner
(p. 451-458)
Chapter 16:
Contributed Comments to "Seasonal Analysis of Economic Time Series"
Author(s):
John P. Burman
,
Dennis Farley
,
Stephen Zeller
,
Martin M. G. Fase
,
Agustin Maravall
,
Christopher A. Sims
&
Kenneth F. Wallis
(p. 461-479)
Index
Author(s):
Arnold Zellner
(p. 481-485)
Related
Topics
Econometrics
Estimation Methods
Programs
Productivity, Innovation, and Entrepreneurship
Economic Fluctuations and Growth