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Seasonal Adjustment of Italian Industrial Production Index using Tramo-Seats

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Author Info
Giancarlo Bruno (ISAE - Institute for Studies and Economic Analyses)

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Abstract

This paper analyses the use of TRAMO-SEATS to seasonally adjust Italian industrial production index. The problem of preliminary transformation of the series is illustrated, together with the way to deal with this issue with TRAMOSEATS. The subject of the revisions and, in general, of the use of seasonally adjusted and trend data is addressed, with some suggestions for the final user of these data

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File URL: http://www.isae.it/Working_Papers/bruno18del2001.pdf
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Publisher Info
Paper provided by ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY) in its series ISAE Working Papers with number 18.

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Length: 30 pages
Date of creation: Apr 2001
Date of revision:
Handle: RePEc:isa:wpaper:18

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Related research
Keywords: Seasonal Adjustment; ARIMA models; trading days; data revisions.;

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Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions

Cited by:
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  1. Bruno, Giancarlo & Lupi, Claudio, 2003. "Forecasting Industrial Production and the Early Detection of Turning Points," Economics & Statistics Discussion Papers esdp03004, University of Molise, Dept. SEGeS. [Downloadable!]
    Other versions:
  2. Luciana Crosilla, 2006. "The seasonality of ISAE business and consumer surveys: methodological aspects and empirical evidence," ISAE Working Papers 68, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
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