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dc.contributor.authorPlanas, Christophe
dc.identifier.citationPlanas, Christophe. "The analysis of seasonality in economic statistics: a survey of recent developments". Qüestiió. 1998, vol.22, núm.1
dc.identifier.issn0210-8054 (versió paper)
dc.description.abstractThis article describes the EUROSTAT activities in the field of seasonal adjustment and trend extraction in economic time series. They follow a working program which has been set up during 1995. The attention focuses on X12-REGARIMA (X12 in short), a last update of the X11-family from the Bureau of the Census (see Findley and al., 1996), and on SEATS-TRAMO (see Gomez and Maravall, 1996) which implements the ARIMA-model-based approach to decompose time series. Three main directions are currently followed: evaluation and comparison of these two models, construction of a software embodying and interfacing X12 and SEATS-TRAMO, and training in applied time series analysis. The preliminary results which have been obtained on the difficult task of comparing both methods are discussed and the design of the software in construction is presented.
dc.format.extent15 p.
dc.publisherInstitut d'estadística de Catalunya
dc.rightsAttribution-NonCommercial-NoDerivs 2.5 Spain
dc.subject.otherSeasonal adjustament
dc.subject.otherSignal extraction
dc.subject.otherUnobserved components
dc.subject.otherARIMA Models
dc.subject.otherWiener-Kolmogorov filter
dc.titleThe analysis of seasonality in economic statistics: a survey of recent developments
dc.title.alternativeAnálisis de estacionalidad en estadísticas económicas: revisión de los desarrollos recientes
dc.subject.lemacProcessos estocàstics
dc.subject.amsClassificació AMS::62 Statistics::62M Inference from stochastic processes
dc.rights.accessOpen Access

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