The effects of seasonal noise on regression estimates are considered as a type of errors-in-variables problem. The natures of asymptotic biases due to the presence of seasonal noise and to the nature of seasonal adjustment in regressions using adjusted and unadjusted data are explored. Methods for recognizing such biases and for attenuating their effects are suggested.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty