How to remove seasonal component from a time series using filter??

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Chris Martin 2014-5-29

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评论： Robbie Andrew 2018-2-20

How to remove seasonal component from a time series using filter??

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Gracy 2016-9-7

In https://in.mathworks.com/help/econ/seasonal-adjustment.html?s_tid=answers_rc2-1_p4 stable seasonal filter what values the Y axis represent in Figure "stable seasonal filter" Before step 5

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Roger Wohlwend 2014-5-30

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There's an example in the MATLAB documentation that explains how to do it. Just search for "Seasonal Adjustment Using a Stable Seasonal Filter".

I saw the documentation in which (below mention) 1) the use of unstable filter with 3 by 3 or 3 by 5 is used. what aspect will decide whether to use 3by 3 filter or 3by5. 2) How can we estimate and apply the Trend /noise (I/C) in henderson filter 3) From where these Asymmetric weights for end of series of Henderson filters are coming???

Can somebody help me to explain. I shall be very thankful to you. https://in.mathworks.com/help/econ/seasonal-adjustment-using-snxd7m-seasonal-filters.html?s_tid=answers_rc2-2_p5

Robbie Andrew 2018-2-20

@Gracy, quite a delayed response, but I've just looked at this myself and worked out how to generate the asymmetric filter based on the Henderson filter. (Somewhat clumsy) code here: http://folk.uio.no/roberan/public/matlab/asymMusgraveFilter.m

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