Indirect seasonal adjustment of some aggregate Croatian economic time series (CROSBI ID 593127)
Prilog sa skupa u zborniku | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Bahovec, Vlasta ; Čižmešija, Mirjana ; Šošić, Ivan
engleski
Indirect seasonal adjustment of some aggregate Croatian economic time series
There are two approaches to seasonal adjustment of an aggregate time series: direct and indirect one. Direct seasonal adjustment is obtained by applying the seasonal adjustment to the aggregate series while indirect adjustment is aggregation of seasonally adjusted sub-components. Except under very restrictive conditions, these two approaches usually produce different results. In this paper some of aggregate economic time series of the Croatian Central Bureau of Statistics were directly and indirectly seasonally adjusted using TRAMO/SEATS, X-12-ARIMA and DAINTIES. The aim of this paper is to investigate differences between growth rates in the direct and indirect adjusted series. Growth rates are very important pieces of information in the analysis of economic activity. It can be concluded that the indirect approach should be preferred, especially if components of aggregate series do not have similar seasonal properties.
direct and indirect seasonal adjustment; aggregate time series; X-12-ARIMA; TRAMO-SEATS; DAINTIES
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Podaci o prilogu
41-51.
2005.
objavljeno
Podaci o matičnoj publikaciji
Proceedings of the 10th International Conference on Operational Research - KOI 2004
Scitovski, R. ; Jukić, D.
Trogir: Hrvatsko društvo za operacijska istraživanja (CRORS)
953-6931-15-X
Podaci o skupu
Nepoznat skup
predavanje
29.02.1904-29.02.2096