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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)

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://lipari.istat.it/digibib/Working_Papers/bruno18del2001.pdf
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Bibliographic Info

Paper provided by ISTAT - Italian National Institute of Statistics - (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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Cited by:
  1. Giancarlo Bruno & Claudio Lupi, 2004. "Forecasting industrial production and the early detection of turning points," Empirical Economics, Springer, vol. 29(3), pages 647-671, 09.
  2. Luciana Crosilla, 2006. "The seasonality of ISAE business and consumer surveys: methodological aspects and empirical evidence," ISAE Working Papers 68, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).

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