Series adjusted for trading days

Adjustments for trading days take into account different distributions of weekdays and public hoidays in compared months. Trading days could put the sales of an industry above normal in a certain month if the month concerned contains a higher than usual number of Fridays. In other words, the aim in making adjustments for trading days is to remove calendar effects in order to make the index figures for corresponding months of different years as comparable as possible. However, adjustments for trading days do not remove the effects of monthly seasonal variation.

Statistics using the definition

Validity of the definition

  • Valid until (31 December 2078)

Source organisation

  • Tilastokeskus

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