Article | Open Access | Published: 5 December 2009

Seasonal Adjustment of Some Financial Indicators of Pakistan

  • S. M. Husnain Bokhari Joint Director
  • Ishaque Ahmed Ansari Statistics & Data Warehouse Department
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Abstract:   The paper describes the applied seasonal adjustment procedures used for the analysis of the financial time series compiled by SBP. We have applied the X-12-ARIMA method in adjusting five important financial series- currency in circulation, broad money, remittances, exports, and imports (from the balance of payments data). Adjusted series were found to be satisfactory, within the tests and practices followed in X-12-ARIMA.

Keywords:   Seasonal adjustment, X-12-ARIMA

Publisher:   ILMA UNIVERSITY

Published:   5 December 2009

Issue:   Issue 2 : Volume 5

E-ISSN:   2409-6520

P-ISSN:   2414-8393

DOI:   http://doi.org/10.46745/ilma.jbs.2009.05.02.03


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