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christophsax / seasonalbook.content

https://christophsax.github.io/seasonalbook.content/
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Series frequency for book #5

Closed jlivsey closed 1 year ago

jlivsey commented 4 years ago

@christophsax - Do you plan to only discuss monthly and quarterly series in the book? This isn't crucial to decide right now but there are some aspect of the software that are different if we assume only monthly/quarterly data. For example, transform.aicdiff has default of -2 for monthly/quarterly but 0 for anything else.

christophsax commented 4 years ago

I think monthly and quarterly series will make most of the examples. But I think we will have to talk about other frequencies somewhere. Not sure if we do that at the same place, but there are two groups of other frequencies:

  1. Frequencies like 2 (or ?) that are supported by some parts of X-13. This is more like a larger footnote but should be mentioned somewhere. I don't think that we need to take care of them in the usual examples.

  2. Daily Frequencies and stuff that is not supported by X-13. This probably should have it's own chapter and give some good ideas and references for how to proceed.

christophsax commented 1 year ago

I will add a caveat on the frequencies somewhere in the beginning. Monthly and quarterly should be the focus. Let's decide much later if we want to have a chapter on daily adjustment at the end of the book.