<p>My inclination would be to take the raw data for the 1st month of your data. The average of the first two months for the 2nd. The average of the first three months for the 3rd, etc.</p>
<p>This is the type of thing that is a judgement call, so there isn't a &quot;right&quot; or &quot;wrong&quot; method. The important thing is that you make clear what your methods are and can justify that your chosen method is logical and can withstand criticism.</p>

CC BY-SA 4.0
2023-07-07T10:03:55.380Z
2023-07-07T10:03:55.380Z
Michael Gmeiner
<p>I'm looking to seasonally adjust the price data I have using a moving average with a 12-month window size. As window 12 is being used, the first 11 values in the 'Oil_adjusted' column are being filled with NaN, as there is not enough data to calculate the average in these cases. I would like to know if it would be a bad measure to take 11 dates behind the date I want to calculate so that the dates I am interested in do not have NaN or another way to do the seasonal price adjustment.</p>

<econometrics><time-series>
Analysis of seasonal adjustments and moving averages: seeking guidance
waka 
# Analysis of seasonal adjustments and moving averages: seeking guidance

(Asked by: username_0 on 2023-07-06)

I'm looking to seasonally adjust the price data I have using a moving average with a 12-month window size. As window 12 is being used, the first 11 values in the 'Oil\_adjusted' column are being filled with NaN, as there is not enough data to calculate the average in these cases. I would like to know if it would be a bad measure to take 11 dates behind the date I want to calculate so that the dates I am interested in do not have NaN or another way to do the seasonal price adjustment.

**Tags:** econometrics, time-series


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## 1 answers

### Answer by username_1 on 2023-07-07. Score: 0

My inclination would be to take the raw data for the 1st month of your data. The average of the first two months for the 2nd. The average of the first three months for the 3rd, etc.

This is the type of thing that is a judgement call, so there isn't a "right" or "wrong" method. The important thing is that you make clear what your methods are and can justify that your chosen method is logical and can withstand criticism.


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