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Empirical Comparison of Two Methods for Non-Gaussian Seasonal Adjustment, A Book of Plots

Andrew G. Bruce and Simon R. Juke

RR-92/13

ABSTRACT

This report consists of a "book" of diagnostic plots for each of 29 macroeconomic time series from the U.S. Bureau of the Census. These plots serve as a basis for comparing two non- Gaussian seasonal adjustment methods: X-12-ARIMA and GAUSUM-STM. This report is intended as a "reference" for the study by [BJ92] which discusses and compares X-12-ARIMA and GAUSUM-STM.
Source: U.S. Census Bureau | Statistical Research Division | (301) 763-3215 (or chad.eric.russell@census.gov) |   Last Revised: October 08, 2010