Detekce a korekce předvelikonočního a velikonočního efektu

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Show simple item record Arteche, Josu Majovská, Renata Mariel, Petr Orbe, Susan 2011-08-08T13:22:01Z 2011-08-08T13:22:01Z 2011
dc.identifier.citation Ekonomický časopis = Journal of economics. 2011, roč. 59, č. 5, s. 472-487. cs
dc.identifier.issn 0013-3035
dc.language.iso cs cs
dc.publisher Ekonomický ústav SAV a Prognostický ústav SAV cs
dc.relation.ispartofseries Ekonomický časopis = Journal of economics cs
dc.subject calendar effect en
dc.subject Easter effect en
dc.subject TRAMO en
dc.subject time series en
dc.subject recursive estimation en
dc.subject information criteria en
dc.title Detekce a korekce předvelikonočního a velikonočního efektu cs
dc.title.alternative Detection and correction of the pre-Easter and Easter effect cs
dc.type article cs
dc.identifier.location Není ve fondu ÚK cs
dc.description.abstract-en This study compares eight different alternatives of detection and correction of Easter and pre-Easter effect. These are two calendar effects, which are usually subtracted from the time series analyzed before its decomposition into trend/ cycle, seasonality and irregular part. The proposed alternatives differ by the duration of these effects and are compared using regression coefficients, infor-mation criteria and recursive estimation. In the empirical application are used data of Index of industrial production of Czech Republic, Poland and Slovak Republic and three north-Spanish provinces. The conclusions, which can be drawn from the study and which are based on very different data, are that the Easter effect should be always detected and corrected separately and not to-gether with another calendar effect. en
dc.identifier.wos 000292792100003

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