Seasonal adjustment of industrial production series in transition countries in Central and Eastern Europe and the Russian Federation:
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Paris
OECD
1998
|
| Edition: | Rev. version |
| Series: | Organisation for Economic Co-operation and Development: OECD working papers
6,29 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 50 S. graph. Darst. |
Staff View
MARC
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| 245 | 1 | 0 | |a Seasonal adjustment of industrial production series in transition countries in Central and Eastern Europe and the Russian Federation |
| 250 | |a Rev. version | ||
| 264 | 1 | |a Paris |b OECD |c 1998 | |
| 300 | |a 50 S. |b graph. Darst. | ||
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| 650 | 4 | |a Productivité - Russie - Mesure | |
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| 650 | 7 | |a Tijdreeksen |2 gtt | |
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| 650 | 4 | |a Variations saisonnières (Économie politique) - Russie | |
| 650 | 4 | |a Industrial productivity |z Europe, Eastern |x Measurement | |
| 650 | 4 | |a Industrial productivity |z Russia (Federation) |x Measurement | |
| 650 | 4 | |a Seasonal variations (Economics) |z Europe, Eastern | |
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Record in the Search Index
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| adam_text | CCNM/STD(98)44
TABLE OF CONTENTS
1. INTRODUCTION 5
2. DATA QUALITY, REQUIREMENTS AND STATISTICAL PROBLEMS 8
2.1 Data coverage 8
2.2 Classification and definitions 9
2.3 Recording practices 9
2.4 Use of appropriate price indices 11
2.5 Compilation of indices 12
2.6 Time period 12
3. PRE PROCESSING OF DATA PRIOR TO SEASONAL ADJUSTMENT 12
3.1 Calendar adjustment 13
3.2 Outlier adjustment 13
3.3 Re adjustment (REGARIMA) 13
3.4 Extension of original series (ARIMA models) 14
4 SEASONAL ADJUSTMENT 14
4.1 Model 14
4.2 Estimation of trend cycle, seasonal and irregular components 15
4.3 Seasonal adjustment diagnostics 17
4.4 Direct or indirect adjustment 18
4.5 Publication policy 18
5. APPLICATION OF X12 ARIMA TO SEASONAL ADJUSTMENT OF INDICES OF
INDUSTRIAL PRODUCTION IN TRANSITION COUNTRIES IN CENTRAL AND EASTERN
EUROPE AND THE RUSSIAN FEDERATION 19
5.1 Background 19
5.2. ADJUSTMENT PARAMETERS 20
5.3. Test 1 : Comparison of Seasonal Factors for the Period Before 1990 33
5.4. Test 2: Comparison of Seasonal Factors Over the Period 1990 1996 39
5.5. Conclusions 49
4
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| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV012090794 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:21:33Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008187892 |
| oclc_num | 39641694 |
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| owner_facet | DE-703 |
| physical | 50 S. graph. Darst. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | OECD |
| record_format | marc |
| series | Organisation for Economic Co-operation and Development: OECD working papers |
| series2 | Organisation for Economic Co-operation and Development: OECD working papers |
| spelling | Seasonal adjustment of industrial production series in transition countries in Central and Eastern Europe and the Russian Federation Rev. version Paris OECD 1998 50 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Organisation for Economic Co-operation and Development: OECD working papers 6,29 Productie gtt Productivité - Europe de l'Est - Mesure Productivité - Russie - Mesure Seizoeninvloeden gtt Tijdreeksen gtt Variations saisonnières (Économie politique) - Europe de l'Est Variations saisonnières (Économie politique) - Russie Industrial productivity Europe, Eastern Measurement Industrial productivity Russia (Federation) Measurement Seasonal variations (Economics) Europe, Eastern Seasonal variations (Economics) Russia (Federation) Organisation for Economic Co-operation and Development: OECD working papers 6,29 (DE-604)BV010346216 6,29 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008187892&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Seasonal adjustment of industrial production series in transition countries in Central and Eastern Europe and the Russian Federation Organisation for Economic Co-operation and Development: OECD working papers Productie gtt Productivité - Europe de l'Est - Mesure Productivité - Russie - Mesure Seizoeninvloeden gtt Tijdreeksen gtt Variations saisonnières (Économie politique) - Europe de l'Est Variations saisonnières (Économie politique) - Russie Industrial productivity Europe, Eastern Measurement Industrial productivity Russia (Federation) Measurement Seasonal variations (Economics) Europe, Eastern Seasonal variations (Economics) Russia (Federation) |
| title | Seasonal adjustment of industrial production series in transition countries in Central and Eastern Europe and the Russian Federation |
| title_auth | Seasonal adjustment of industrial production series in transition countries in Central and Eastern Europe and the Russian Federation |
| title_exact_search | Seasonal adjustment of industrial production series in transition countries in Central and Eastern Europe and the Russian Federation |
| title_full | Seasonal adjustment of industrial production series in transition countries in Central and Eastern Europe and the Russian Federation |
| title_fullStr | Seasonal adjustment of industrial production series in transition countries in Central and Eastern Europe and the Russian Federation |
| title_full_unstemmed | Seasonal adjustment of industrial production series in transition countries in Central and Eastern Europe and the Russian Federation |
| title_short | Seasonal adjustment of industrial production series in transition countries in Central and Eastern Europe and the Russian Federation |
| title_sort | seasonal adjustment of industrial production series in transition countries in central and eastern europe and the russian federation |
| topic | Productie gtt Productivité - Europe de l'Est - Mesure Productivité - Russie - Mesure Seizoeninvloeden gtt Tijdreeksen gtt Variations saisonnières (Économie politique) - Europe de l'Est Variations saisonnières (Économie politique) - Russie Industrial productivity Europe, Eastern Measurement Industrial productivity Russia (Federation) Measurement Seasonal variations (Economics) Europe, Eastern Seasonal variations (Economics) Russia (Federation) |
| topic_facet | Productie Productivité - Europe de l'Est - Mesure Productivité - Russie - Mesure Seizoeninvloeden Tijdreeksen Variations saisonnières (Économie politique) - Europe de l'Est Variations saisonnières (Économie politique) - Russie Industrial productivity Europe, Eastern Measurement Industrial productivity Russia (Federation) Measurement Seasonal variations (Economics) Europe, Eastern Seasonal variations (Economics) Russia (Federation) |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008187892&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV010346216 |