The Calculation of Composite Calendar Regressors Including Moving Holidays in Türkiye

Home Page
About
Submit A Journal
Submit A Conference
Submit Paper/Book
- Submit a Preprint
- Submit a Book
Contact

İstatistik Araştırma Dergisi
Volume:13 Issue:2
The Calculation of Composite Calendar Regressors Including Moving Holidays in Türkiye

The Calculation of Composite Calendar Regressors Including Moving Holidays in Türkiye

Authors : Muhammed Fatih Tüzen, Gülsüm Merve Gökçin, Özlem Yiğit

Pages : 13-27

View : 128 | Download : 80

Publication Date : 2023-12-28

Article Type : Review Paper

Abstract :The calendar effects are divided into working days, trading days, leap years, moving holidays and fixed holidays. In order to analyze the calendar effects for short term statistics ten composite calendar regressors were calculated. Theoretical averages were used instead of a specific date range to calculate long-term averages. This study explains how to calculate ten composite calendar regressors, including moving holidays such as Ramadan and Sacrifice Feast, which significantly impact economic activities in Türkiye. Furthermore, the consistency analysis of the composite calendar regressors over the periods was also mentioned. The calendar effects of the Industrial Production Index (IPI) time series are determined by reducing the number of observations backward as a case study. This study will make significant contributions to the literature and be beneficial for other countries where there are moving holidays according to the Lunar Calendar.
Keywords : Birleşik Takvim Regresörü, Ay Takvimi, Hareketli Tatil, Mevsimsel Düzeltme

ORIGINAL ARTICLE URL

* There may have been changes in the journal, article,conference, book, preprint etc. informations. Therefore, it would be appropriate to follow the information on the official page of the source. The information here is shared for informational purposes. IAD is not responsible for incorrect or missing information.