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| Olivier Darne and Estelle Bee Dagum |
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| ''Performance of short-term trend predictors for current economic analysis'' |
| ( 2009, Vol. 29 No.1 ) |
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| We study the performance of several short-term trend estimators for current economic analysis. These estimators are available in X11-ARIMA, X12-ARIMA, TRAMO-SEATS and STAMP. We also include two other trend-cycle estimators obtained by post-processing seasonally adjusted data with X11ARIMA, namely, a modified Henderson nonlinear filter by Dagum (1996) DMH, and a new modified version of it, DMH-D. The estimators are applied to a number of simulated non-seasonal data of various levels of variability. |
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| Manuscript Received : Oct 27 2008 | | Manuscript Accepted : Feb 10 2009 |
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