Journal of Financial and Quantitative Analysis Vol. 13 No. 1 1978
Further Evidence on Seasonal Adjustment of Time Series Data
Abstract
The purpose of this paper is to provide evidence that the Bureau of the Census' X–ll program for seasonal adjustment [3] overstates the incidence of seasonality in some forms of times series data. This problem arises in a recent study by Bonin and Moses [1] (hereafter B-M) indicating that 7 of the 30 Dow Jones Industrial stocks exhibited persistent seasonal patterns during the period July 1962 through June 1971.
- DOI
- 10.2307/2330528
- Volume
- 13
- Issue
- 1
- Pages
- 133
- Sources
- crossref openalex