A Seasonal Adjustment Filter for Use in Box Jenkins Analyses of Seasonal Time Series

A seasonal adjustment filter of the form yt = zt – (1 – α) zt ‐ n – αzt –n ‐ 1 is discussed. The purpose of this filter is to remove periods around n + α. The gain and phase of the filter is given, and in a case of fitting tides it shows better performance than filters of the form yt = zt ‐ zt ‐ n.