SEASONAL ADJUSTMENT OF SOME FINANCIAL INDICATORS OF PAKISTAN

S.M.Husnain Bokhari and Ishaque Ahmed Ansari ()
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S.M.Husnain Bokhari: Joint Director, Statistics & Data Warehouse Department, State Bank of Pakistan
Ishaque Ahmed Ansari: Senior Joint Director, Statistics & Data Warehouse Department, State Bank of Pakistan.

IBT Journal of Business Studies (JBS), 2009, vol. 5, issue 2, 107-123

Abstract: The paper describes the applied seasonal adjustment procedures used for analysis of the financial time series compiled by SBP.We have applied the X12ARIMA method in adjusting five important financial series currency in circulation, broad money, remittances, exports and imports from the balance of payments data.Adjusted series were found to be satisfactory, with in the tests and practices followed in X12ARIMA.

Keywords: Seasonal adjustment; X-12-ARIMA (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:aib:ibtjbs:v:5:y:2009:i:2:p:107-123

DOI: 10.46745/ilma.ibtjbs.2009.52.3

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