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An application of tramo-seats: changes in seasonality and current trend-cycle assesment: the german retail trade turnover series

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dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorKaiser Remiro, Regina
dc.contributor.authorMaravall, Agustín
dc.contributor.editorUniversidad Carlos III de Madrid. Departamento de Estadísticaes
dc.date.accessioned2011-01-18T18:09:02Z
dc.date.available2011-01-18T18:09:02Z
dc.date.issued2000
dc.description.abstractThe paper details an application of programs. TRAMO and SEATS to seasonal adjustment and trend-cycle estimation. The series considered is the German Retail Trade Turnover series, for which, when adjusting with XI2-ARIMA, the Bundesbank had identified two problems. One had to do with heteroscedasticity in the seasonal component, associated with very different moving patterns for some of the months. The other one was related to the stability of the trend-cycle at the end of the series. It is seen how, starting with the fully automatic procedure and adding some simple modifications, the ARIMA-model-based approach of TRAMO-SEATS deals properly with both problems and provides good results, that are stable and robust.es
dc.format.mimetypeapplication/octet-stream
dc.format.mimetypeapplication/octet-stream
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/10016/10010
dc.language.isoenges
dc.relation.ispartofseriesUC3M Working papers. Statistics and Econometricses
dc.relation.ispartofseries00-63es
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España
dc.rights.accessRightsopen access
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.ecienciaEstadísticaes
dc.subject.otherSeasonal adjustmentes
dc.subject.otherPreadjustment stabilityes
dc.subject.otherAutomatic procedurees
dc.titleAn application of tramo-seats: changes in seasonality and current trend-cycle assesment: the german retail trade turnover serieses
dc.typeworking paper*
dspace.entity.typePublication
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