Seasonal Adjustment of Italian Industrial Production Index using Tramo-Seats

Giancarlo Bruno ()

No 18, ISAE Working Papers from ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY)

Abstract: This paper analyses the use of TRAMO-SEATS to seasonally adjust Italian industrial production index. The problem of preliminary transformation of the series is illustrated, together with the way to deal with this issue with TRAMOSEATS. The subject of the revisions and, in general, of the use of seasonally adjusted and trend data is addressed, with some suggestions for the final user of these data

Keywords: Seasonal Adjustment; ARIMA models; trading days; data revisions. (search for similar items in EconPapers)
JEL-codes: C22 (search for similar items in EconPapers)
Date: 2001-04
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Persistent link: http://EconPapers.repec.org/RePEc:isa:wpaper:18

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