bde9915: Data Set: Working Paper 'bde9915'

Description Usage Format Note References

Description

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

Usage

1

Format

A list containing the following monthly series:

(*) 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 Espa<c3><b1>a, Servicio de Estudios. Working paper number 9915.


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