The paper deals with seasonal adjustment and trend estimation as a signal extraction problem in a regression-ARIMA model-based framework. This framework includes the capacity to preadjust the series by removing outliers and deterministic effects in general. For the preadjusted series the model...

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 imporved with two simple modifications: one that emerges form the TRAMO-SEATS diagnostics, and another...

The paper details an application of programs TRAMO and SEATS to seasonal adjustment and trend-cycle estimation. The series considered is the German Retail Trade Turnover series, for which, when adjusting with X12-ARIMA, the Bundesbank had identified two problems. One had to do with...