IDEAS home Printed from https://ideas.repec.org/p/isa/wpaper/18.html
   My bibliography  Save this paper

Seasonal Adjustment of Italian Industrial Production Index using Tramo-Seats

Author

Listed:
  • 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

Suggested Citation

  • Giancarlo Bruno, 2001. "Seasonal Adjustment of Italian Industrial Production Index using Tramo-Seats," ISAE Working Papers 18, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  • Handle: RePEc:isa:wpaper:18
    as

    Download full text from publisher

    File URL: http://lipari.istat.it/digibib/Working_Papers/bruno18del2001.pdf
    Download Restriction: no

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    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, September.
    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).
    3. Pierzak, Agnieszka, 2010. "Seasonal adjustment of the consumer price index in Poland," MF Working Papers 6, Ministry of Finance in Poland, revised 25 Aug 2010.

    More about this item

    Keywords

    Seasonal Adjustment; ARIMA models; trading days; data revisions.;

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:isa:wpaper:18. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Stefania Rossetti). General contact details of provider: http://edirc.repec.org/data/istgvit.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.