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Title: Seasonal adjustment of high-frequency data Authors:  Jan Jacobs - University of Groningen (Netherlands) [presenting]
Barend Abeln - Investment consultant (Netherlands)
Abstract: 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 hide other important fluctuations. Therefore time series are typically seasonally adjusted. Recently, CAMPLET, a new seasonal adjustment method which does not produce revisions when new observation become available, has been presented. The aim 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.