Report
An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series
| العنوان: | An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series |
|---|---|
| المؤلفون: | Agustín Maravall, Fernando J. Sánchez |
| المجموعة: | RePEc (Research Papers in Economics) |
| الوصف: | 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 improved with two simple modifications: one that emerges from the TRAMO-SEATS diagnostics, and another that uses "a-priori" information. In particular, the SEATS output is used to select a model among the ones that are equally compatible with the sample. ; time series, seasonal fluctuations, information |
| نوع الوثيقة: | report |
| اللغة: | unknown |
| Relation: | http://www.bde.es/f/webbde/SES/Secciones/Publicaciones/PublicacionesSeriadas/DocumentosTrabajo/00/Fic/dt0014e.pdf |
| الاتاحة: | http://www.bde.es/f/webbde/SES/Secciones/Publicaciones/PublicacionesSeriadas/DocumentosTrabajo/00/Fic/dt0014e.pdf |
| رقم الانضمام: | edsbas.D8A0D019 |
| قاعدة البيانات: | BASE |
| الوصف غير متاح. |