English, Article, Journal or magazine article edition: An Application of TRAMO-SEATS: Automatic Procedure and Sectoral Aggregation Agustín Maravall

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Bookmark: http://trove.nla.gov.au/version/158076
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • An Application of TRAMO-SEATS: Automatic Procedure and Sectoral Aggregation
Author
  • Agustín Maravall
Physical Description
  • preprint
Notes
  • Programs TRAMO and SEATS, that contain an ARIMA-model-based methodology, are applied for seasonal adjustment and trend-cycle estimation of the exports, imports, and balance of trade Japanese series. The programs are used in an automatic mode, and the results are found satisfactory. It is shown how the SEATS output can be used to discriminate among competing models. Finally, using the balance of trade series, direct and indirect estimation are analyzed and discussed.
  • Applied Time Series Analysis, regression - ARIMA models, Seasonal Adjustment, Trend-cycle estimation, Direct /​ Indirect Adjustment
  • RePEc:bde:wpaper:0207
Language
  • English
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