The detection and location of additive outliers in integrated variables has attracted much attention recently because such outliers tend to affect unit root inference among other things. Most of these procedures have been developed for non-seasonal processes. However, the presence of seasonality...

The main objective behind the production of seasonally adjusted time series is to give an easy access to a common time series data set purged of what is considered seasonal noise. Although the application of officially seasonally adjusted data may have the advantage of being cost saving it may...

The concept of SCLM (seasonal or cyclical long memory) implies the existence of one or more spectral poles or zeros. The processes traditionally used to model such a behaviour assume the same persistence across different frequencies. In this paper, we propose semiparametric Wald and Lagrange...

The Statistical Office of the European Community (EUROSTAT) currently uses two different methods for seasonally adjusting macroeconomic indicators, through the implementations of the programs X-12-ARIMA (Findley et al., 1998) and TRAMO-SEATS (Gomez and Maravall, 1996). A major difference between...