Seasonal Adjustment Annex

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SEASONAL ADJUSTMENT METADATA TEMPLATE 1
(1/2)
GUIDELINES / GLOSSARY
Group of series:
INDEX OF INDUSTRIAL TURNOVER INDEX
TurkStat
Country / Institution
Contact for SA
Mr. Ahmet PALAS/ Head of Industrial Statistics Group
ahmet.palas@tuik.gov.tr
Mr. Uğur İlker ERDOĞAN
ugurerdogan@tuik.gov.tr
GENERAL INFORMATION
Frequency
Published series/
relevant series
Monthly
Kind of adjustment
Raw series(Total,D,ND)
Only calendar adjusted
Other adjustments (e.g.
outliers correction)
Only seasonally adjusted
Seasonally and calendar
adjusted
Trend-cycle
Others
Method used
Software used
Publications
4 digits
3 digits
NACE nomenclature (number of series)
2 digits 2 letters  1 letter  MIGs 
15
82
7
Total 
4
63
8
TRAMO SEATS
TSW
Industrial Turnover Index
http://tuikapp.tuik.gov.tr/Dagitim_uyg/?kn=76&locale=en
1
CALENDAR ADJUSTMENT
Trading/working day
adjustment
(both published and
confidential series)
Kind of calendar effects
4 digits
3 digits
No effect
Trading/working day
(1 regressor )
Moving holidays (Easter)
Leap year
Others
No calendar adjustment
Calendar used
NACE nomenclature
2 digits
2 letters
1 letter
11
71
MIGs
1
Total
14
Turkey special calendar regressor
OTHER PRE-ADJUSTMENT
Detection and replacement of outliers
Automatic outlier detection and adjustment procedures applied.
SEASONAL ADJUSTMENT
Model/filter selection
Seasonal adjustment
decomposition
Type
4 digits
Manual
Automatic
Type
Additive
Log-additive
Multiplicative
Other
3 digits
NACE nomenclature
2 digits
2 letters
1 letter
82
MIGs
Total
15
11
2
71
13
AGGREGATION
Direct adjustment / indirect adjustment via
components
Indirect adjustment (Seasonal and calendar adjustment applied at two digit level and
upper indices are calculated by using this series)
Consistency amongst the different levels of
breakdown
Time consistency
(monthly/annual or quarterly/annual)
1
Monthly
Annex of ESS Guidelines on Seasonal Adjustment, 2009 edition
(2/2)
REVISIONS
Model, filters, outliers, calendar regressors
re-identification
Parameters / factors re-estimation
Horizon for published revisions
The model, filters, outliers and calendar regressors are re-identified once a
year (partial concurrent adjustment)
The respective parameters and factors are re-estimated every time a new or
revised data becomes available. Outliers are re-estimated by the period of the
last year
Revisions are implemented on the data of the last three years excluding the
current year when seasonally and calendar adjusted series are published.
QUALITY INDICATORS
Quality measures used
Wide range of quality measures, together with graphical and spectral analysis
provided by the software is used. Such as model fit, significance and
plausibility of calendar adjustment coefficients and outliers, seasonality tests,
residual seasonality etc.
AVAILABILITY OF STRUCTURAL METADATA
Links to methodological reports
Links to national calendar used
Availability of detailed information sufficient to
allow users to replicate the process
http://www.tuik.gov.tr/indir/m_t_metaveri/sce_mv.pdf (in Turkish only)
http://en.wikipedia.org/wiki/Public_holidays_in_Turkey
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