DSA2: Improving the seasonal adjustment of daily time series
Conference
65th ISI World Statistics Congress 2025
Format: IPS Abstract - WSC 2025
Keywords: high-frequency, jdemetra+, seasonal, seasonal_adjustment, x-13_arima_seats
Session: IPS 964 - New Developments in Seasonal Adjustment
Tuesday 7 October 8 a.m. - 9:10 a.m. (Europe/Amsterdam)
Abstract
New developments such as the fractional airline model and the flexibilisation of several seasonal adjustment methods allowed us to redesign the DSA approach. Version 2 of DSA now includes an X-11 and a SEATS-type decomposition, automatic choices for seasonal filters and new diagnostics. Here, we will discuss the details of the DSA2 procedure, including how design choices and default settings have been tested and determined.