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Characterization of production in different branches of production in different branches spanish industrial activity, by means of time series analysis

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  • Revilla, Pedro
  • Rey, Pilar
  • Espasa, Antoni

Abstract

This work presents a quantitative study of the evolution of spanish industrial activity, measured by the indices of industrial production, by means of Time Series analysis. Univariate ARIMA models with intervention analysis for all the series of these indices have been constructed. The use of Univariate Time Series models to characterise economic phenomena is justified and the type of characterisation made for each industrial branch is described. The procedures for automatic modelling of series are presented. Then the characteristics of the Spanish industrial branches are shown. These results are collected in a diskette for use of researchers.

Suggested Citation

  • Revilla, Pedro & Rey, Pilar & Espasa, Antoni, 1991. "Characterization of production in different branches of production in different branches spanish industrial activity, by means of time series analysis," UC3M Working papers. Economics 2815, Universidad Carlos III de Madrid. Departamento de Economía.
  • Handle: RePEc:cte:werepe:2815
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    References listed on IDEAS

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    1. Peña, Daniel & Espasa, Antoni, 1991. "ARIMA models, the steady state of economic variables and their estimation," UC3M Working papers. Economics 2760, Universidad Carlos III de Madrid. Departamento de Economía.
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    Cited by:

    1. Espasa, Antoni & Cancelo, José Ramón & Revuelta, J. Manuel, 1996. "Automatic modelling of daily series of economic activity," DES - Working Papers. Statistics and Econometrics. WS 3356, Universidad Carlos III de Madrid. Departamento de Estadística.

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      Keywords

      ARIMA model;

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