Economics, Econometrics and Finance
4 years ago

German Retail Trade Seasonality Fixed, Trend Stability Ensured with New Approach

RePEc: Research Papers in Economics
An Application of TRAMO-SEATS: Changes in Seasonality and Current Trend-Cycle Assessment: the German Retail Trade Turnover Series
Regina Kaiser, Agustı́n Maravall

Paper Summary

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The researchers used TRAMO-SEATS to adjust seasonal patterns and estimate trends in the German Retail Trade Turnover series. They found that TRAMO-SEATS effectively addressed issues with varying seasonal patterns and unstable trend-cycles identified when using X12-ARIMA. By making simple modifications to the automatic procedure, TRAMO-SEATS produced stable and reliable results for the data.