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- Title
Short Term Econometric Forecasting and Seasonal Adjustment.
- Authors
Babich, George; Goodhew, John
- Abstract
Seasonal behaviour in the variables of an econometric model is usually handled in one to two ways--either the data are adjusted prior to estimation, or seasonal binary variables are included in the specification and estimation of the model. Although the literature on the subject is extensive, it is not obvious which of these procedures is best for forecasting. This paper compares the forecasting ability of a small model of the Australian economy for each of the alternative approaches to seasonal adjustment.
- Subjects
ECONOMETRIC models; ECONOMIC forecasting
- Publication
Economic Record, 1978, Vol 54, Issue 146, p229
- ISSN
0013-0249
- Publication type
Article
- DOI
10.1111/j.1475-4932.1978.tb00332.x