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Revisión de modelos para la desestacionalización de series mensuales y trimestrales de actividad económica
[Review of models for the seasonal adjustment of monthly and quarterly series of economic activity]

Author

Listed:
  • Frank, Luis

Abstract

El trabajo describe una metodología de desestacionalización de series de actividad económica de Argentina. Esta metodología incorpora a la modelación ARIMA (estacional) tradicional efectos calendario propios del país, días de huelga y una variable climática asociada al fenómeno de El Niño. Los resultados sugieren que la inclusión de estas variables es fundamental para reducir la cantidad de valores atípicos normalmente identificados en procesos de desestacionalización de series de tiempo.

Suggested Citation

  • Frank, Luis, 2020. "Revisión de modelos para la desestacionalización de series mensuales y trimestrales de actividad económica [Review of models for the seasonal adjustment of monthly and quarterly series of economic ," MPRA Paper 111423, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:111423
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    File URL: https://mpra.ub.uni-muenchen.de/111423/1/MPRA_paper_111423.pdf
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    More about this item

    Keywords

    desestacionalización de series; ARIMA estacional;

    JEL classification:

    • C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access

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