Removing seasonality under a changing regime: Filtering new car sales

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The use of filters for the seasonal adjustment of data generated by the UK new car market is considered. UK new car registrations display very strong seasonality brought about by the system of identifiers in the UK registration plate, which has mutated in response to an increase in the frequency with which the identifier changes, while it also displays low frequency volatility that reflects UK macroeconomic conditions. Given the periodogram of the data, it is argued that an effective seasonal adjustment can be performed using a Butterworth lowpass filter. The results of this are compared with those based on adjustment using X-12 ARIMA and model-based methods.
Original languageEnglish
Article number4
Pages (from-to)4-14
Number of pages10
JournalComputational Statistics & Data Analysis
Issue number1
Early online date11 Sept 2011
Publication statusPublished - Mar 2013


  • Seasonal adjustment; Signal extraction; Frequency response; Butterworth lowpass filter

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