Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/336747 
Erscheinungsjahr: 
2026
Schriftenreihe/Nr.: 
Deutsche Bundesbank Discussion Paper No. 01/2026
Verlag: 
Deutsche Bundesbank, Frankfurt a. M.
Zusammenfassung: 
Official statistics increasingly make use of higher-frequency time series. But when users ultimately are interested in a seasonally adjusted temporal aggregate of these data, we have to decide whether to perform seasonal adjustment or aggregation first. Consequently, we must weigh up the benefits of richer informational content against the increased computational requirements and the challenges presented by using more volatile and outlier-prone data. We examine this trade-off on simulated and real-world time series using a battery of diagnostics including revision size, tests on residual seasonal and calendar effects and linkage with target variables using leading adjustment procedures: DSA, WSA, X-13-ARIMA, and TRAMO- SEATS. We synthesise our findings into practical guidelines that help users choose the aggregation level that balances statistical quality and real-time usefulness.
Schlagwörter: 
higher frequency time series
temporal aggregation
official time series
JEL: 
C13
C14
C22
C52
Persistent Identifier der Erstveröffentlichung: 
ISBN: 
978-3-98848-058-3
Dokumentart: 
Working Paper
Erscheint in der Sammlung:

Datei(en):
Datei
Größe
4.01 MB





Publikationen in EconStor sind urheberrechtlich geschützt.