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Practical Time Series Analysis by Dr. PKS Prakash, Dr. Avishek Pal

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Seasonal adjustment using moving average

The weighted averaging property of the moving averages has application in smoothing data with seasonality in order to generate estimates of trend cycles. For example, given quarterly observations we can apply the MA to smooth the data. To understand how this works let us expand in terms of the original time series:

For quarterly data, the first and the last terms of the MA corresponds to the same quarter, ...

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