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

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

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    File URL: http://www.bcentral.cl/estudios/documentos-trabajo/pdf/dtbc177.pdf
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    Bibliographic Info

    Paper provided by Central Bank of Chile in its series Working Papers Central Bank of Chile with number 177.

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    Date of creation: Aug 2002
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    Handle: RePEc:chb:bcchwp:177

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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.

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