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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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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