Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Trading Day Effect on the Seasonal Adjustment for Korean Industrial Activities Trend Using X-12-ARIMA

  • Published : 2000.08.01
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Abstract

The X-12-ARIMA program was utilized on the analysis of the time series trend on 76 Korean industrial activities data in order to ensure that the trading day effect adjustment as well as the seasonal effect adjustment is needed to extract the fundamental trend-cycle factors from various economic time series data. The trading day effect is strongly correlated with the activity of production and shipping but not with the activity of inventory. Furthermore, the industrial activities were classified with respect to the sensitivity on the tranding day effect.

Keywords

References

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