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- Date: Thu, 28 Jan 1993 16:58:00 SET
- Reply-To: "Dr. Flavio ADDOLORATO" <CALC0N@UNI-BOCCONI.IT>
- Sender: "SAS(r) Discussion" <SAS-L@UGA.BITNET>
- From: "Dr. Flavio ADDOLORATO" <CALC0N@UNI-BOCCONI.IT>
- Subject: PHASE-AVERAGE TREND METHOD
- Lines: 17
-
- I would like to know if there is any PC software that measures the
- cyclical behaviour of a time series (typically, GDP or industrial
- production) using the PAT method.
-
- The PHASE-AVERAGE TREND METHOD was developed by the United States
- National Bureau of Economic Research and estimates the trend,
- the cycle-trend and the ratio to trend of a time series.
- This is a flexible method in which the period over which the trend
- is estimated varies according to the duration of the cycles observed
- in the data.
-
- The PAT method is currently used by OECD in many its publications,
- i.e. the Economic Outlook.
-
- Thank you in advance, any help will be appreciated.
-
- Flavio
-