Article in Journal
Forecasting Accuracy of the Ifo Business Survey – Influence of New Seasonal Adjustment with X-13ARIMA-SEATS
Steffen Henzel
ifo Institut, München, 2015
ifo Schnelldienst, 2015, 68, Nr. 01, 59-63
ifo Institut, München, 2015
ifo Schnelldienst, 2015, 68, Nr. 01, 59-63
This article investigates the influence of the switch to in the seasonal adjustment procedure from the ASA-II procedure to the X-13ARIMA-SEATS method on the forecasting accuracy of the Ifo indicators.
JEL Classification: C220