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Desestacionalización de Series Económicas: el Procedimiento Usado por el Banco Central de Chile

Héctor Felipe Bravo, Leonardo Luna, Víctor Correa and Francisco Ruiz

Working Papers Central Bank of Chile from Central Bank of Chile

Abstract: This paper was written as a technical note to explain the seasonal adjustment procedure used by the Central Bank of Chile. The methodology used here, named X-12-ARIMA, was developed by the U.S. Census Bureau. This paper also includes a procedure manual for the seasonal adjustment of economic series using the EX-12 program (Macro Excel).

Date: 2002-08
New Economics Papers: this item is included in nep-cba
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Citations: View citations in EconPapers (2)

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https://www.bcentral.cl/documents/33528/133326/DTBC_177.pdf (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:chb:bcchwp:177

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