Description Usage Format Author(s) Source References
Three time series that have been analysed by Ollech (2021) and their seasonally and calendar adjusted variants.
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An xts data set containing 3 time series:
Currency in circulation in Germany, in billion Euros, sum of small denominations: i.e. 5 Euro + 10 Euro + 20 Euro + 50 Euro. Series compiled by Deutsche Bundesbank
Electricity consumption in Germany in GWh. Compiled by Bundesnetzagentur (German Federal Network Agency)
Nitrogen dioxide (NO2) immissions averaged over all available measuring stations in Europe that are made available by the European Environment Agency (EEA)
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Seasonally and calendar adjusted version using dsa of currency_circulation
Seasonally and calendar adjusted version using dsa of elec_consumption
Seasonally and calendar adjusted version using dsa of no2
Daniel Ollech
Own calculations, Deutsche Bundesbank, Bundesnetzagentur, EEA
Ollech, Daniel (2021). Seasonal Adjustment of Daily Time Series. Journal of Time Series Econometrics (forthcoming).
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