An Application of TRAMO-SEATS: Automatic Procedure and Sectoral Aggregation

Programs TRAMO and SEATS, that contain an ARIMA-model-based methodology, are applied for seasonal adjustment and trend-cycle estimation of the exports, imports, and balance of trade Japanese series. The programs are used in an automatic mode, and the results are found satisfactory. It is shown how the SEATS output can be used to discriminate among competing models. Finally, using the balance of trade series, direct and indirect estimation are analyzed and discussed.

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Year of publication:	2002-02
Authors:	Maravall, Agustín
Institutions:	Banco de España
Subject:	Applied Time Series Analysis \| regression - ARIMA models \| Seasonal Adjustment \| Trend-cycle estimation \| Direct / Indirect Adjustment

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Extent:	application/pdf
Series:	Banco de España Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 0207 40 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004981017