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

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dc.contributor.author Kaiser, Regina
dc.contributor.author Maravall, Agustín
dc.contributor.editor Universidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned 2011-01-18T18:09:02Z
dc.date.available 2011-01-18T18:09:02Z
dc.date.issued 2000
dc.identifier.uri http://hdl.handle.net/10016/10010
dc.description.abstract The 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.
dc.format.mimetype application/octet-stream
dc.format.mimetype application/octet-stream
dc.format.mimetype application/pdf
dc.language.iso eng
dc.relation.ispartofseries UC3M Working papers. Statistics and Econometrics
dc.relation.ispartofseries 00-63
dc.rights Atribución-NoComercial-SinDerivadas 3.0 España
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.other Seasonal adjustment
dc.subject.other Preadjustment stability
dc.subject.other Automatic procedure
dc.title An application of tramo-seats: changes in seasonality and current trend-cycle assesment: the german retail trade turnover series
dc.type workingPaper
dc.subject.eciencia Estadística
dc.rights.accessRights openAccess
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