Characterization of production in different branches of production in different branches spanish industrial activity, by means of time series analysis

Abstract

This work presents a quantitative study of the evolution of spanish industrial activity, measured by the indices of industrial production, by means of Time Series analysis. Univariate ARIMA models with intervention analysis for all the series of these indices have been constructed. The use of Univariate Time Series models to characterise economic phenomena is justified and the type of characterisation made for each industrial branch is described. The procedures for automatic modelling of series are presented. Then the characteristics of the Spanish industrial branches are shown. These results are collected in a diskette for use of researchers.