Analysis of data sets

Two subroutines in Fortran for calculating the Kolmogorov-Zurbenko (KZ) and Kolmogorov-Zurbenko Adaptive (KZA) filters are provided, together with an executable program ready for application.

In addition, some applications to data sets are provided, which would allow users get familiar with the program and check if it is correctly run. On one hand, several cases are shown in which abrupt changes have been introduced in the mean values, plus long-term lineal variability. On the other hand, the filters are applied to two series of public information data in Spain: the Consumer Price Index (IPC) and the Labour Force Survey (EPA).