An Application of TRAMO and SEATS: Report for the "Seasonal Adjustment Research Appraisal" Project

Agustin Maravall ()

Working Papers from Banco de España

Abstract: The Seasonal Adjustment Research Appraisal committee was created in Italy to evaluate procedures for seasonal adjustment of economic series. Because the TRAMO-SEATS programs were one of the main procedures considered, the committee sent a selection of 11 series of interest to be analysed. This paper contains the results of the application of TRAMO and SEATS to these series. It is seen that very simple procedures, based mostly on the automatic features, provide parsimonious models and considerably goods results, in terms of seasonal adjustments, trend-cycle estimation, and short-term forecast.

Keywords: ECONOMETRICS; ECONOMIC MODELS (search for similar items in EconPapers)
JEL-codes: C20 C30 (search for similar items in EconPapers)
Pages: 142 pages
Date: 1999
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:bde:wpaper:9914

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