Disentangling Trend and Seasonality in Panel Data: An Empirical Analysis of Food Product Sales
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Choi, Yongok | - |
dc.contributor.author | Jeong, Minsoo | - |
dc.date.accessioned | 2022-11-15T09:40:23Z | - |
dc.date.available | 2022-11-15T09:40:23Z | - |
dc.date.issued | 2022-09 | - |
dc.identifier.issn | 1229-2893 | - |
dc.identifier.uri | https://scholarworks.bwise.kr/cau/handle/2019.sw.cau/59043 | - |
dc.description.abstract | This paper provides a novel approach to extract the trend and seasonal components from panel data consisting of individual entries showing both strong trend and seasonality. For such a data set, the usual principal component analysis generally fails to disentangle them. In the paper, we suggest a methodology to separately identify them using the Hodrick-Prescott filter that is commonly and widely used to remove trends in various economic data. We apply our methodology to a food product sales panel data and show that it effectively disentangles the trend and seasonal components in the data set. | - |
dc.format.extent | 10 | - |
dc.language | 영어 | - |
dc.language.iso | ENG | - |
dc.publisher | 한국계량경제학회 | - |
dc.title | Disentangling Trend and Seasonality in Panel Data: An Empirical Analysis of Food Product Sales | - |
dc.type | Article | - |
dc.identifier.doi | 10.22812/jetem.2022.33.3.001 | - |
dc.identifier.bibliographicCitation | 계량경제학보, v.33, no.3, pp 1 - 10 | - |
dc.identifier.kciid | ART002883218 | - |
dc.description.isOpenAccess | Y | - |
dc.identifier.scopusid | 2-s2.0-85139457662 | - |
dc.citation.endPage | 10 | - |
dc.citation.number | 3 | - |
dc.citation.startPage | 1 | - |
dc.citation.title | 계량경제학보 | - |
dc.citation.volume | 33 | - |
dc.publisher.location | 대한민국 | - |
dc.subject.keywordAuthor | trend | - |
dc.subject.keywordAuthor | seasonality | - |
dc.subject.keywordAuthor | panel data | - |
dc.subject.keywordAuthor | principal component analysis | - |
dc.subject.keywordAuthor | Hodrick-Prescott filter | - |
dc.description.journalRegisteredClass | scopus | - |
dc.description.journalRegisteredClass | kci | - |
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