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On some remarks about SEATS signal extraction
Mélard, Guy - In: SERIEs : Journal of the Spanish Economic Association 7 (2016) 1, pp. 53-98
regARIMA module of Census X-12-ARIMA or Bank of Spain TRAMO-SEATS. SEATS consists of extracting the components by an ARIMA … compatible with the ARIMA model for the corrected time series. The underlying theory of the SEATS program is studied in many … papers but there is no complete and systematic description of its output. Our purpose is to examine SEATS text output and to …
Persistent link: https://www.econbiz.de/10011458774
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A Seasonal Unit Root Test with STATA
Depalo, Domenico - 2008
Many economic time series exhibit important systematic fluctuations within the year, i.e. seasonality. Differently from usual practice, we argue that using original data should always be considered, although their process is more complicated than that of seasonally adjusted data. Motivations to...
Persistent link: https://www.econbiz.de/10014220225
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Economic analysis using higher frequency time series : challenges for seasonal adjustment
Ollech, Daniel - 2021
The COVID-19 pandemic has increased the need for timely and granular information to assess the state of the economy in real time. Weekly and daily indices have been constructed using higher frequency data to address this need. Yet the seasonal and calendar adjustment of the underlying time...
Persistent link: https://www.econbiz.de/10012792800
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Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series
Herrero, Agustín Maravall; Cañete, Domingo Pérez - Banco de España - 2011
under the TRAMO-SEATS framework. The purpose of the analysis is not to compare alternative methods, but to show how the …
Persistent link: https://www.econbiz.de/10009275521
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Seasonal Adjustment of Bank Deposits and Loans
Silvestrini, Andrea - 2009
revision of seasonally adjusted data. Seasonal adjustment is semi-automatic when the commonly used software package, TRAMO-SEATS …
Persistent link: https://www.econbiz.de/10014203651
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Applying and Interpreting Model - Based Seasonal Adjustment. The Euro - Area Industrial Production Series
Maravall, Agustín - 2013
under the TRAMO-SEATS framework. The purpose of the analysis is not to compare alternative methods, but to show how the …
Persistent link: https://www.econbiz.de/10013092642
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Economic Analysis Using Higher Frequency Time Series : Challenges for Seasonal Adjustment
Ollech, Daniel - 2022
The COVID-19 pandemic has increased the need for timely and granular information to assess the state of the economy in real time. Weekly and daily indices have been constructed using higher frequency data to address this need. Yet the seasonal and calendar adjustment of the underlying time...
Persistent link: https://www.econbiz.de/10013306820
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Comprehensive Time-Series Regression Models Using Gretl — U.S. GDP and Government Consumption Expenditures & Gross Investment from 1980 to 2013
Shi, Juehui - 2019
Using Gretl, I apply ARMA, Vector ARMA, VAR, state-space model with a Kalman filter, transfer-function and intervention models, unit root tests, cointegration test, volatility models (ARCH, GARCH, ARCH-M, GARCH-M, Taylor-Schwert GARCH, GJR, TARCH, NARCH, APARCH, EGARCH) to analyze quarterly time...
Persistent link: https://www.econbiz.de/10012904559
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The determinants of the Harare Stock Exchange (HSE) market capitalisation
Ilmolelian, Peter - Volkswirtschaftliche Fakultät, … - 2005
This is an exploratory study that attempts to identify and provide empirical evidence on the possible determinants of the market capitalisation of the Harare Stock Exchange (HSE) with the view of understanding the development prospects of the HSE and other similar markets. The study used...
Persistent link: https://www.econbiz.de/10005787110
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Roaring Food Prices in India
Mukherjee, Soumyatanu - Volkswirtschaftliche Fakultät, … - 2011
In this paper, we try to analyze the possible reasons behind food price hike. The motivation of doing this project is to see the probable reasons, which impact “common people” of India to the utmost extent. We concentrate mainly on the supply side, distribution aspects and the demand side....
Persistent link: https://www.econbiz.de/10009322882