RT Generic
T1 An application of tramo-seats: changes in seasonality and current trend-cycle assesment: the german retail trade turnover series
A1 Kaiser Remiro, Regina
A1 Maravall, Agustín
A2 Universidad Carlos III de Madrid. Departamento de Estadística, 
AB 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.
YR 2000
FD 2000
LK http://hdl.handle.net/10016/10010
UL http://hdl.handle.net/10016/10010
LA eng
DS e-Archivo
RD 27 abr. 2024