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This paper addresses the seasonal adjustment of Italian public finance data, a requirement under Regulation (EU) No. 2023/734. Istat has been transmitting seasonally adjusted (SA) data to Eurostat, but has not released publicly these data yet. The paper examines the characteristics of SA data, specifically focusing on their relevance to users’ needs and on their compliance with European quality standards to ensure accuracy and reliability, but it aims principally to assess the quality of Italian results in view of dissemination. The seasonal adjustment procedure employed is TRAMO-SEATS, tailored to address the domain-specific challenges associated with public finance time series adjustment, including outlier detection, and implemented using the indirect approach. The results indicate that Istat’s seasonally adjusted data adhere to high-quality standards, exhibiting stable outcomes free from residual seasonality.

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Disclosure of Italian Seasonally Adjusted Data for General Government: It’s a Matter of Strategy

  • 会议论文

  • 发表日期：

    2025年

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  • Maria Liviana Mattonetti,
  • Maria Saiz

摘要

This paper addresses the seasonal adjustment of Italian public finance data, a requirement under Regulation (EU) No. 2023/734. Istat has been transmitting seasonally adjusted (SA) data to Eurostat, but has not released publicly these data yet. The paper examines the characteristics of SA data, specifically focusing on their relevance to users’ needs and on their compliance with European quality standards to ensure accuracy and reliability, but it aims principally to assess the quality of Italian results in view of dissemination. The seasonal adjustment procedure employed is TRAMO-SEATS, tailored to address the domain-specific challenges associated with public finance time series adjustment, including outlier detection, and implemented using the indirect approach. The results indicate that Istat’s seasonally adjusted data adhere to high-quality standards, exhibiting stable outcomes free from residual seasonality.