DE-SEASONALIZATION

(Statistics) A process which removes the seasonal effects from time series data. One way to determine if a de-seasonalization transformation of the data is necessary is to examine the autocorrelations. If, for monthly data, the twelfth autocorrelation is abnormally high, or for quarterly data, the fourth autocorrelation abnormally high, then the data is seasonal in nature and requires de-seasonalization before attempting to fit a model to its behavior. More frequently referred to as Seasonal Adjustment (S.A.). Also see Seasonal Adjustment, Seasonal Adjustment Factors, Seasonal Factors, and Seasonality.