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Seasonal adjustment of brazilian time series

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  • Hotta, Luiz Koodi

Abstract

Although seasonal adjustment of economic time series has been officially adopted by most of the developed countries agencies, the same is not true for the developing countries. One of the main reasons is the substantial structural changes that are normally present in these countries time series, which would prevent the utilization of automatic methods like X-ll and X-ll ARIMA programs. This paper analyses several Brazilian social and economic time series in order to check if they have the seasonal characteristcs expected to be found by these methods. Most of the analysis relies on the diagnostics provided by the program. The results indicate that the majority of the series are good candidates for seasonal adjustment .

Suggested Citation

  • Hotta, Luiz Koodi, 1988. "Seasonal adjustment of brazilian time series," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 8(1), June.
    • Handle: RePEc:sbe:breart:v:8:y:1988:i:1:a:3095
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    File URL: https://periodicos.fgv.br/bre/article/view/3095
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    1. Dagum, Estela Bee & Laniel, Normand, 1987. "Revisions of Trend-Cycle Estimators of Moving Average Seasonal Adjustment Methods," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(2), pages 177-189, April.
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