Signal extraction from the Philippine national accounts statistics using ARIMA model-based methodology
College
Ramon V. Del Rosario College of Business
Department/Unit
Economics
Document Type
Article
Source Title
DLSU Business and Economics Review
Volume
21
Issue
2
First Page
1
Last Page
16
Publication Date
12-1-2012
Abstract
The state of the art in signal extraction gradually evolved from the use of a mechanical form of moving average filters to the present sophisticated model-based techniques capable of performing automatic modeling and signal extraction involving hundreds or even thousands of time series in one production run. The leading edge of technology is being shared by two ARIMA model-based systems: ARIMA X12 of the US Bureau of Census and the twin programs TRAMO-SEATS developed at the Bank of Spain. These specialized expert systems have been adopted by most statistical agencies of advanced OECD countries and the European community. The Philippines on the other hand is using the ARIMA X11 system modified by the Bank of Canada in its routine seasonal adjustment and time series decomposition tasks. This study is an attempt to implement the ARIMA model-based (AMB) approach of extracting unobserved signals from 194 quarterly national accounts statistics of the Philippines using the TRAMO-SEATS system in a fully automatic modeling mode. The successful result of the application adequately demonstrates the feasibility of adopting a system being used routinely by countries in more advanced economies. © 2012 De La Salle University, Philippines.
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Recommended Citation
Rufino, C. C. (2012). Signal extraction from the Philippine national accounts statistics using ARIMA model-based methodology. DLSU Business and Economics Review, 21 (2), 1-16. Retrieved from https://animorepository.dlsu.edu.ph/faculty_research/3581
Disciplines
Economics
Keywords
Autoregression (Statistics); Inflation (Finance)--Philippines
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