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Indirektno vs direktno desezoniranje aregatnih vremenskih nizova

Author

Listed:
  • Ivan Šošić

    (Faculty of Economics and Business, University of Zagreb)

  • Vlasta Bahovec

    (Faculty of Economics and Business, University of Zagreb)

  • Mirjana Čižmešija

    (Faculty of Economics and Business, University of Zagreb)

  • Nataša Kurnoga Živadinović

    (Faculty of Economics and Business, University of Zagreb)

Abstract

There are two approaches to seasonal adjustment of an aggregate time series: direct and indirect one. Direct seasonal adjustment is obtained by applying the seasonal adjustment to the aggregate series while indirect adjustment is aggregation of seasonally adjusted sub-components. Except under very restrictive conditions, these two approaches usually produce different results. In this paper some of aggregate economic time series of the Croatian Central Bureau of Statistics were directly and indirectly seasonally adjusted using TRAMO/SEATS, X-12-ARIMA and DAINTIES. The aim of this paper is to investigate differences between growth rates in the direct and indirect adjusted series. Growth rates are of the most important pieces of information in the analysis of economic activity. It can be concluded that the indirect approach should be preferred, especially if components of aggregate series do not have similar seasonal properties.

Suggested Citation

  • Ivan Šošić & Vlasta Bahovec & Mirjana Čižmešija & Nataša Kurnoga Živadinović, 2006. "Indirektno vs direktno desezoniranje aregatnih vremenskih nizova," EFZG Working Papers Series 0611, Faculty of Economics and Business, University of Zagreb.
    • Handle: RePEc:zag:wpaper:0611
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    File URL: http://web.efzg.hr/RePEc/pdf/Clanak%2006-11.pdf
    File Function: First version, 2006
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    More about this item

    Keywords

    agregatni vremenski nizovi; metode desezoniranja ; indirektno i direktno desezoniranje; potpora X-12-ARIMA; TRAMO/SEATS; DAINTES;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
    • C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software

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