[RT] Gen: Angell's daily composite profiles

[Ronald McEwan <rmac@xxxxxxxx>]

If you are interested in the type of seasonality analysis that is done at
some of the worlds Central Banks, you can get a free copy of one of the
programs they use. It was developed by Eurostat. It will only work on
monthly data in its present form. I am told that this will change in
future versions. Documentation is also available here. 

http://forum.europa.eu.int/Public/irc/dsis/eurosam/library?l=/software/de
metra_software&vm=detailed&sb=Title

Demetra will read excel files as well as ASCII data. It contains the same
algorithm that the US Government uses, X12 arima. I ran the OEX and Spx
(monthly data) through this and could find no seasonality pattens. 

Another good site is:

http://www.duke.edu/~rnau/411outbd.htm

Spreadsheet implementation of seasonal adjustment and exponential
smoothing

you can download a copy of the spreadsheet and documentation.

Ron McEwan