Arbeitspapier
Seasonal adjustment of Danish financial time series using the X-12-ARIMA procedure
Danmarks Nationalbank has in November 2006 started to publish five seasonally adjusted financial time series. The series chosen for seasonal adjustment are monthly series for currency in circulation, the money stock measures M1 and M2 and the MFI sector's lending to households and to non-financial corporations. The purpose of this working paper is to present and document the applied adjustment procedures. The paper is structured as a detailed guide to theoretical considerations and to the practical implementation. The models and the seasonally adjusted data will be subject to annual revisions in accordance with the general revision policy as defined by Statistics.
- Sprache
-
Englisch
- Erschienen in
-
Series: Danmarks Nationalbank Working Papers ; No. 44
- Klassifikation
-
Wirtschaft
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Pedersen, Mette Kramer
Fæste, Charlotte Franck
- Ereignis
-
Veröffentlichung
- (wer)
-
Danmarks Nationalbank
- (wo)
-
Copenhagen
- (wann)
-
2006
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Pedersen, Mette Kramer
- Fæste, Charlotte Franck
- Danmarks Nationalbank
Entstanden
- 2006
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