bde9915 {tsoutliers}

Data Set: Working Paper ‘bde9915’

Description

Data set employed for illustration in the working paper referenced below.

Usage

bde9915

Format

A list containing the following monthly series:

• gipi: Italian industrial production index (1981:1-1996:12);

• euprin: European price index of industrial production (1981:1-1993:1) (*);

• metipi: Spanish production index of metal products (1980:1-1997:7).

(*) 1993:12 is reported in the reference document.

Note

The authors of the reference working paper probably use additional variables such as holidays to obtain the results reported in the document.

References

Kaiser, R., and Maravall, A. (1999). Seasonal Outliers in Time Series. Banco de España, Servicio de Estudios. Working paper number 9915.