Motivation: Our national source for Egypt (the Central Agency for Public Mobilization and Statistics, or CAPMAS) reports monthly CPI with COICOP detail, but only in not seasonally adjusted (NSA) terms and only from August 2009.
Response: For analytical consistency, we have extended the NSA series and created a seasonally adjusted counterpart.
Properties: Fixed-base index relative to January 2010 (Index Jan2010=100), seasonally adjusted (SA). Extended over the interval January 1957 to July 2009. Expect our SA series to be revised with each update. Supplemental series of this kind are marked in their source metadata with a secondary citation of "Moody's Analytics Adjusted".
The series resides in the historical catalog (Egypt » Price » Consumer price index ) and is:
- CPITTAM.IEGY = Consumer price index: All items, (Index Jan2010=100, SA)
Method
- Back-extend the NSA series using the corresponding IMF series IMFIFSIPCPIUM.IEGY.
- Adjust using the U.S. Census Bureau's X-13 ARIMA program.
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