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Seasonal Adjustment with the X-11 Method

Seasonal Adjustment with the X-11 Method PDF Author: Dominique Ladiray
Publisher: Springer Science & Business Media
ISBN: 1461301750
Category : Computers
Languages : en
Pages : 245

Book Description
The most widely used statistical method in seasonal adjustment is implemented in the X-11 Variant of the Census Method II Seasonal Adjustment Program. Developed by the US Bureau of the Census, it resulted in the X-11-ARIMA software and the X-12-ARIMA. While these integrate parametric methods, they remain close to the initial X-11 method, and it is this "core" that Seasonal Adjustment with the X-11 Method focuses on. It will be an important reference for government agencies, and other serious users of economic data.
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