Economics, Econometrics and Finance
4 years ago

Seasonal Adjustment Methods May Skew Economic Data Analysis, Study Finds.

Cahiers de recherche
Unit Root Tests and the Statistical Pitfalls of Seasonal Adjustment: the Case of U.S. Post-War Real Gnp
Éric Ghysels

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The study found that when analyzing U.S. post-war economic data, tests showed a strong likelihood of a consistent pattern in the data over time. However, when adjusting for seasonal variations in the data, the results were less clear. This suggests that the process of seasonal adjustment can affect the outcomes of statistical tests. The findings of this study support previous research on the topic.