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I'm working with quarterly time series data. The series does not have a trend but fluctuates around more or less a constant mean. I observe weak seasonality such that the values are somewhat lower on average in the first and third quarters compared to the remaining two quarters.

My task is to work with a seasonally-adjusted series. I thought about transforming the series into a 4-quarter moving average series. Would this be a good way of accounting for seasonality? Any other suggestions?

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  • $\begingroup$ Averaging the data over each year can be helpful. Depending on your purposes, the result may be good enough. But there are more elaborated methods and software based on this and other ideas. Some of them are discussed in this post. $\endgroup$ – javlacalle May 1 '15 at 12:36

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