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Revisión de modelos para ajuste estacional y proyección de sectores de actividad del EMAE. Año 2021
[Review of models for seasonal adjustment and projection of EMAE activity sectors. Year 2021]

Author

Listed:
  • Frank, Luis

Abstract

In the paper, regARIMA models used to seasonally adjust and to project the GVA at the section level of ISIC-3.1 are reviewed. Although the review was originally motivated by the effect of the COVID pandemic on seasonal adjustment, previous difficulties in reproducing the seasonally adjusted EMAE published by INDEC were also deeply analysed. From the review, it is inferred that discrepancies between the reproduced seasonally-adjusted EMAE and the series published by INDEC are explained by the exclusion of national holidays from INDEC's adjustment procedure, rather than by differences in the specifications of sectoral models. Besides, the discrepancy observed in the aggregated trend-cycle is due to the fact that INDEC follows the direct procedure proposed by E. Bee Dagum intead of an indirect procedure similar to that used to seasonally adjust the EMAE.

Suggested Citation

  • Frank, Luis, 2021. "Revisión de modelos para ajuste estacional y proyección de sectores de actividad del EMAE. Año 2021 [Review of models for seasonal adjustment and projection of EMAE activity sectors. Year 2021]," MPRA Paper 112285, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:112285
    as

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    File URL: https://mpra.ub.uni-muenchen.de/112285/1/MPRA_paper_112285.pdf
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    References listed on IDEAS

    as
    1. Frank, Luis, 2021. "Revisión de modelos para la desestacionalización y proyección de series macroeconómicas trimestrales. Año 2021 [Review of models for the seasonal adjustment of monthly and quarterly series of econo," MPRA Paper 112278, University Library of Munich, Germany.
    2. Frank, Luis, 2020. "Revisión de modelos para la desestacionalización de series mensuales y trimestrales de actividad económica [Review of models for the seasonal adjustment of monthly and quarterly series of economic ," MPRA Paper 111423, University Library of Munich, Germany.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    seasonal adjustment of series; seasonal ARIMA; EMAE;
    All these keywords.

    JEL classification:

    • C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access

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