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Seasonal adjustment is a statistical method for removing the seasonal component of a time series that exhibits a seasonal pattern. It is usually done when wanting to analyse the trend of a time series independently of the seasonal components. It is normal to report seasonally adjusted data for unemployment rates to reveal the underlying trends in labor markets.〔http://www.bls.gov/cps/seasfaq.htm〕 Many economic phenomena have seasonal cycles, such as agricultural production and consumer consumption, e.g. greater consumption leading up to Christmas. It is necessary to adjust for this component in order to understand what underlying trends are in the economy and so official statistics are often adjusted to remove seasonal components. ==Time series components== (詳細はtrend component *Ct: The cyclical component *It: The error, or irregular component. The difference between seasonal and cyclic patterns: *Seasonal patterns have a fixed and known length, while cyclic patterns have variable and unknown length. *The average length of a cycle is usually longer than that of seasonality. *The magnitude of cyclic variation is usually more variable than that of seasonal variation. 〔https://www.otexts.org/fpp/2/1〕 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Seasonal adjustment」の詳細全文を読む スポンサード リンク
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