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Smoothing the Catalan tourism micro-data time series

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Qüestiió: quaderns d'estadística i investigació operativa

Abstract

Idescat. SORT. SMOOTHING THE CATALAN TOURISM MICRO-DATA TIME SERIES. Volume 26 (1) QU¨ESTIIO´, vol. 26, 1-2, p. 197-211, 2002 SMOOTHING THE CATALAN TOURISM MICRO-DATA TIME SERIES� M. ART´IS ORTU ˜NO� J. L. CARRION I SILVESTRE�� `A. COSTA S ´AENZ DE SAN PEDRO� J. SURI ˜NACH CARALT� In this paper we propose a method for smoothing the Catalan tourism ti- me series between 1997 and 2000. These time series, built upon a micro database drawn from a survey conducted by the Statistical Institute of Ca- talonia, are somewhat volatile due, it would seem, to the incomplete nature of the information. The application of a smoothing procedure based on the combination of classical techniques and weighted moving averages allows us to overcome the problems caused by this lack of information and to ob- tain time series that evolve smoothly over time. Keywords: Smothing micro-data, tourism time series AMS Classification (MSC 2000): 62P20 � This paper is a joint undertaking between the Statistical Institute of Catalonia (Idescat) and the Ana`lisi Quantitativa Regional Research Group of the University of Barcelona. � Ana`lisi Quantitativa Regional (AQR) Research Group Departament d’Econometria, Estadı´stica i Economia Espanyola Universitat de Barcelona. Av. Diagonal, 690, 08034 Barcelona. �� Institut d’Estadı´stica de Catalunya, Via Laietana, 58, 08003 Barcelona. – Received October 2001. – Accepted January 2002. 197 1. INTRODUCTION Studies of the tourism sector in Catalonia have traditionally drawn on macro aggregates corresponding to each tourist season, such as private consumption and gross domestic product. In so doing they have tended to rely on one of the main data sources for this sector i.e. the survey of the supply of hotel accommodation in each of the Spanish regions. This survey, undertaken by the Spanish Statistical Institute (INE), provides information about hotel occupancy, in other words, information provided by the supply side of the tourism market. In 1997, the Stat

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