Data set employed for illustration in the working paper referenced below.
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.
The authors of the reference working paper probably use additional variables such as holidays to obtain the results reported in the document.
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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