Harvey, Andrew; Koopman, Siem Jan; Riani, Marco - In: Journal of Business & Economic Statistics 15 (1997) 3, pp. 354-68
Several important economic time series are recorded on a particular day every week. Seasonal adjustment of such series is difficult because the number of weeks varies between 52 and 53 and the position of the recording day changes from year to year. In addition certain festivals, most notably...