SEASONAL ADJUSTMENT OF SOME FINANCIAL INDICATORS OF PAKISTAN
Download| Volume 5 Issue 2 2009 | |
|---|---|
| Author(s): |
S. M. Husnain Bokhari
Ishaque Ahmed Ansari
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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 |
| Year | 2009 |
| Volume | 5 |
| Issue | 2 |
| Type | Full Length Paper |
| Recognized by | Higher Education Commission of Pakistan, HEC | Category | "Y" | Journal Name | IBT Journal of Business Studies | Publisher Name | ILMA University | Jel Classification | - | DOI | http://dx.doi.org/10.46745/ilma.jbs.2009.05.02.03 | ISSN no (E, Electronic) | 2409-6520 | ISSN no (P, Print) | 2416-8393 | Country | Pakistan | City | Karachi | Institution Type | University | Journal Type | Open Access | Manuscript Processing | Blind Peer Reviewed | Format | Paper Link | http://ibtjbs.ilmauniversity.edu.pk/journal/jbs/5.2/3.%20Seasonal%20Adjustment%20of%20Some%20Financial%20Indicators%20of%20Pakistan.pdf | Page | 107-123 |