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Desestacionalización de Series Económicas: el Procedimiento Usado por el Banco Central de Chile

Author

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  • Héctor Felipe Bravo
  • Leonardo Luna
  • Víctor Correa
  • Francisco Ruiz

Abstract

This paper was written as a technical note to explain the seasonal adjustment procedure used by the Central Bank of Chile. The methodology used here, named X-12-ARIMA, was developed by the U.S. Census Bureau. This paper also includes a procedure manual for the seasonal adjustment of economic series using the EX-12 program (Macro Excel).

Suggested Citation

  • Héctor Felipe Bravo & Leonardo Luna & Víctor Correa & Francisco Ruiz, 2002. "Desestacionalización de Series Económicas: el Procedimiento Usado por el Banco Central de Chile," Working Papers Central Bank of Chile 177, Central Bank of Chile.
    • Handle: RePEc:chb:bcchwp:177
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    File URL: https://www.bcentral.cl/documents/33528/133326/DTBC_177.pdf
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    Cited by:

    1. Marcus Cobb & Maribel Jara, 2013. "Ajuste estacional de series macroeconómicas chilenas," Economic Statistics Series 98, Central Bank of Chile.
    2. Idrovo Aguirre, Byron & Contreras, Javier, 2015. "Back-splicing of cement production and characterization of its economic cycle: The case of Chile (1991-2015)," MPRA Paper 67387, University Library of Munich, Germany, revised 20 Sep 2015.

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