4ZD-6
A study on seasonal adjustment method for time series data: the case of Vietnam
○Tuong Van Do,中平勝子,三上喜貴(長岡技科大)
It is necessary to make seasonal adjustment in order to remove the effect of seasonal changes from the original data in order to see real economic movements. Various seasonal adjustment methods have been adopted by many countries other than Vietnam. Vietnam has three regions of the North, the South and the Middle of which the climate tends to vary considerably from place to place. This study is to identify the seasonal components specific to each region and help statistics authority (of the government) to apply appropriate seasonal adjustment measures for Vietnamese economic, industrial and social indicators. The X-12 ARIMA seasonal adjustment program, which is the most advanced software introducing many options for doing seasonal adjustment upon each individual series, is intended to be used.