An Application of TRAMO-SEATS: Automatic Procedure and Sectoral Aggregation

Agustin Maravall ()

No 207, Working Papers from Banco de España

Abstract: 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.

Keywords: Applied Time Series Analysis; regression - ARIMA models; Seasonal Adjustment; Trend-cycle estimation; Direct / Indirect Adjustment (search for similar items in EconPapers)
Pages: 40 pages
Date: 2002-02
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:bde:wpaper:0207

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