how to forecast seasonal factor?

Econometrics questions and discussions
hardmann
Posts: 252
Joined: Sat Feb 26, 2011 9:49 pm

how to forecast seasonal factor?

Unread post by hardmann »

Dear Tom:

I want to forecast a quarterly or monthly time series. After seasonal adjustment, we get two adjusted series and seasonal factor. Using special forecast model can get forecast of adjusted series. But how to get forecast of seasonal factor, becourse my origin destination is unadjusted series.

Hardmann
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: how to forecast seasonal factor?

Unread post by TomDoan »

The old extrapolation formula was F(t)=1.5*F(t-s)-.5*F(t-2s)
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