General Introduction

Abstract The General Introduction has been organized in two sections. The first section discusses the definition of seasonality. In the second section a description of the state of the art is attempted together with an evaluation of the most important and promising ways to model seasonality. The part (Part I) also contains four ‘articles’. The first is an extract from the introduction to Hylleberg (1986) putting the discussion into a historical perspective, while the last article by Bell and Hillmer (1984) adds to this, and in addition, provides a survey and a discussion of some of the major issues involved in the seasonal adjustment of time series data. The two remaining articles by Wallis (1974) and Sims (1974) have since their publication probably become the most influential pieces of research written within this area in the last twenty years.