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An Application of TRAMO and SEATS: Report for the "Seasonal Adjustment Research Appraisal" Project

Author

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  • Agustín Maravall

Abstract

The Seasonal Adjustment Research Appraisal committee was created in Italy to evaluate procedures for seasonal adjustment of economic series. Because the TRAMO-SEATS programs were one of the main procedures considered, the committee sent a selection of 11 series of interest to be analysed. This paper contains the results of the application of TRAMO and SEATS to these series. It is seen that very simple procedures, based mostly on the automatic features, provide parsimonious models and considerably goods results, in terms of seasonal adjustments, trend-cycle estimation, and short-term forecast.

Suggested Citation

  • Agustín Maravall, 1999. "An Application of TRAMO and SEATS: Report for the "Seasonal Adjustment Research Appraisal" Project," Working Papers 9914, Banco de España.
    • Handle: RePEc:bde:wpaper:9914
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    Cited by:

    1. Meltem Gulenay Ongan, 2002. "The Seasonal Adjustment of the Consumer and Wholesale Prices : a Comparison of Census X-11, X-12 Arima and Tramo/Seats," Working Papers 0205, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.

    More about this item

    Keywords

    ECONOMETRICS ; ECONOMIC MODELS;

    JEL classification:

    • C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
    • C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General

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