Naslov
Seasonal adjustment methods of components for Industrial Confidence Indicator – ICI, in Croatia with interface DEMETRA

Autori
Bahovec, Vlasta ; Čižmešija, Mirjana

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
Proccedings of the 9th International Conference on Operational Research - KOI 2002. / Šorić, K. ; Hunjak, T. ; Scitovski, R. - Trogir : Hrvatsko društvo za operacijska istraživanja (CRORS), 2003, 185-194

ISBN
953-6931-06-0

Skup
The 9th International Conference on Operational Research - KOI 2002.

Mjesto i datum
Trogir, Hrvatska, 02.10.2003. - 04.10.2003

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
Seasonal Adjustment – SA; additive and log additive decomposition; outlier; diagnostics; MAPE; Ljung-Box test; Box-Pearce test; Wiener-Kolmogorov filter; Henderson filter; Business Survey; Industrial Confidence Indicator – ICI

Sažetak
The quality of Industrial Confidence Indicator - ICI, which is derived from business survey results depend, among other things on applied seasonal adjustment methods. Eurostat developed DEMETRA interface, which includes two methods for Seasonal Adjustment: TRAMO/SEATS ; on ARIMA model based method, and X-12-ARIMA of the US Bureau of the Census. The purpose of this paper is to compare the results of these two SA-methods restricted on components of ICI in Croatia, and to make our own judgement on the better SA-method.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija

POVEZANOST RADA