[SciPy-User] Seasonal adjustment in scipy/python?
Thu Jan 14 14:20:53 CST 2010
On Thu, Jan 14, 2010 at 3:10 PM, Alan G Isaac <email@example.com> wrote:
> On 1/14/2010 2:44 PM, firstname.lastname@example.org wrote:
>> I am looking to seasonally adjust some data series in Python -
> Help on function diff in module numpy.lib.function_base:
> diff(a, n=1, axis=-1)
> Calculate the nth order discrete difference along given axis.
diff doesn't work for seasonal, order is (1-L)^n not (1-L^n)
(although possible after reshaping)
BTW: residual of the regression on month dummies is just the same as
subtracting the sample average for that month.
> Alan Isaac
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