Abstract Details
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Activity Number:
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523
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Type:
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Topic Contributed
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Date/Time:
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Wednesday, August 7, 2013 : 10:30 AM to 12:20 PM
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Sponsor:
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Business and Economic Statistics Section
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| Abstract - #308994 |
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Title:
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A Large-Scale Comparison of Alternative Seasonal Adjustment Methods
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Author(s):
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Dominique Ladiray*+
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Companies:
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INSEE
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Keywords:
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Seasonal adjustment
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Abstract:
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In this presentation, we compare several well-known seasonal adjustment methods: X-12-Arima, Tramo-Seats, Stamp, RegCmpnt, Baysea, Dainties, Decomp etc. First, we briefly describe each of them from both theoretical and practical point of view. In a second step, we apply each method on a very large number of economic time series, mostly European economic indicators, using their default values and compare their results. The comparison is mainly based on the statistical properties of the seasonally adjusted series.
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Authors who are presenting talks have a * after their name.
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