An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series

Agustin Maravall () and Fernando Sánchez ()
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Fernando Sánchez: Banco de España

No 14, Working Papers from Banco de España

Abstract: This paper applies the programs TRAMO and SEATS to seasonal adjustment of the monthly Consumer Price Index Swiss series. It is shown how the results of the purely automatic procedure can be improved with two simple modifications: one that emerges from the TRAMO-SEATS diagnostics, and another that uses "a-priori" information. In particular, the SEATS output is used to select a model among the ones that are equally compatible with the sample.

Keywords: time series; seasonal fluctuations; information (search for similar items in EconPapers)
JEL-codes: C22 C49 C5 C82 C87 E39 (search for similar items in EconPapers)
Pages: 34 pages
Date: 2000
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:bde:wpaper:0014

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