DSA2: Improving the seasonal adjustment of daily time series within the IPS Proposal entitled New developments in seasonal adjustment
Conference
65th ISI World Statistics Congress 2025
Format: IPS Abstract - WSC 2025
Keywords: high-frequency, seasonal, seasonal_adjustment
Abstract
New developments such as the fractional airline model and the flexibilisation of several sea-sonal 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 de-sign choices and default settings have been tested and determined.