tag:blogger.com,1999:blog-6297413898275266606.post1839767577298636747..comments2024-03-27T18:15:59.096+08:00Comments on Economics Malaysia: January 2012 Monetary Conditionshishamhhttp://www.blogger.com/profile/06265308095732759923noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-6297413898275266606.post-20951695824716420402012-03-08T12:33:28.693+08:002012-03-08T12:33:28.693+08:00@jayD,
X12 is precisely what I'm using. But X...@jayD,<br /><br />X12 is precisely what I'm using. But X12 only takes into account Easter, and doesn't adjust for other moving holidays such as CNY or Hari Raya. There's a way to do it, but involves manually adding additional ARIMA functions (I think) to account for each moving holiday. I'm not quite up to that level yet.hishamhhttps://www.blogger.com/profile/06265308095732759923noreply@blogger.comtag:blogger.com,1999:blog-6297413898275266606.post-33379893434220084592012-03-07T08:15:29.262+08:002012-03-07T08:15:29.262+08:00Well if you take x12 to seasonalise, it will adjus...Well if you take x12 to seasonalise, it will adjust the moving seasonality (i think). But not perfectly though.jayDnoreply@blogger.comtag:blogger.com,1999:blog-6297413898275266606.post-26447179869760770202012-03-02T16:07:46.668+08:002012-03-02T16:07:46.668+08:00Yeah, I do think the seasonal adjustments is not r...Yeah, I do think the seasonal adjustments is not really taking care of the CNY effect very well. Last year, CNY was in Feb, while this year, CNY was in Jan, so this could significantly distort the seasonal adjustment.The Main Streeterhttp://mainstreeter.blogspot.comnoreply@blogger.com