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The seasonal adjustment of short time series

The seasonal adjustment of short time series

The purpose of this work consists in evaluating changes in the quality performances of two different and widely used programs for seasonal adjustment, X-12-Regarima and Tramo-Seats, when the length of time series is progressively reduced. The comparisons are carried-out by using appropriate and homogeneous quality indicators for the analysis of the adjustment performed by the two programs. A wide array of EU/Euroarea time series is analysed. Though the quality of the adjustment progressively reduces for both approaches when the sample is shortened, the deterioration in quality indicators is found to be greater for the model-based approach.

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Release date: 01/02/2005
 

Additional information

Product Code: KS-DT-05-002
Theme: General and regional statistics
Collection: Statistical working papers