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Seasonal Adjustment of Italian Industrial Production Index using Tramo-Seats

Author

Listed:
  • Giancarlo Bruno

    (ISAE - Institute for Studies and Economic Analyses)

Abstract

This paper analyses the use of TRAMO-SEATS to seasonally adjust Italian industrial production index. The problem of preliminary transformation of the series is illustrated, together with the way to deal with this issue with TRAMOSEATS. The subject of the revisions and, in general, of the use of seasonally adjusted and trend data is addressed, with some suggestions for the final user of these data

Suggested Citation

  • Giancarlo Bruno, 2001. "Seasonal Adjustment of Italian Industrial Production Index using Tramo-Seats," ISAE Working Papers 18, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    • Handle: RePEc:isa:wpaper:18
    as

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    File URL: http://lipari.istat.it/digibib/Working_Papers/bruno18del2001.pdf
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    Citations

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    Cited by:

    1. Giancarlo Bruno & Claudio Lupi, 2004. "Forecasting industrial production and the early detection of turning points," Empirical Economics, Springer, vol. 29(3), pages 647-671, September.
    2. Pierzak, Agnieszka, 2010. "Identyfikacja i usuwanie sezonowości ze wskaźników cen towarów i usług konsumpcyjnych w Polsce," MF Working Papers 6, Ministry of Finance in Poland, revised 25 Aug 2010.
    3. Luciana Crosilla, 2006. "The seasonality of ISAE business and consumer surveys: methodological aspects and empirical evidence," ISAE Working Papers 68, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).

    More about this item

    Keywords

    Seasonal Adjustment; ARIMA models; trading days; data revisions.;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

    Statistics

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