MATLAB: An Introduction with Applications
6th Edition
ISBN: 9781119256830
Author: Amos Gilat
Publisher: John Wiley & Sons Inc
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Question
Suppose the following are the seasonal indices for the first three quarters of the year for a quarterly series:
Quarter
|
Seasonal Index
|
Q1
|
73.7
|
Q2
|
82.5
|
Q3
|
108.1
|
|
|
Remember that the seasonal indices should average 100 so you should be able to infer the seasonal index for Q4.
Furthermore, suppose that the estimated coeffcients from a regression of the deseasonalized series on Time are given below:
|
Coefficients
|
Intercept
|
2,733
|
Time
|
65.8
|
If the original value of the series in a Q4 was 2,197, then what is the seasonally adjusted value?
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