Extraction of seasonal variations of unemployment rate in Romania using several methods based on moving average filter

Mariana Gagea () and Alina Mariuca Ionescu ()
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Alina Mariuca Ionescu: Economy, Quantitative Analysis and Informational Systems Department, Faculty of Economics and Business Administration, "Alexandru Ioan Cuza" University of Iasi

Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice, 2008, vol. 55, pages 353-362

Abstract: At present, both at European Union and world level, experts are preoccupied to find the best method for the deseasonalisation of a time series that should assure the comparability of statistical data. The present paper follows the line of these researches. In the study, we undertake a comparison of the most representative methods based on moving average filter: moving average method, Census X-11 method and X-12 ARIMA method. Theoretical research shows the superiority of X-12 ARIMA method, which has incorporated the previous methods as regards the algorithm and the advantages, contributing to the improvement of the weaknesses of the former methods. The criteria for the comparison of the results obtained through the three methods applied to the time series of unemployment rate in Romania during the period 2000 - 2007 didn’t indicate a unique method, as being the most adequate for deseasonalisation.

Keywords: seasonal variations; moving average filter; ARIMA models for stochastic processes (search for similar items in EconPapers)
Date: 2008

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Persistent link: http://EconPapers.repec.org/RePEc:aic:journl:y:2008:v:55:p:353-362

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