engleski

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

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.

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

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