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The procedures are compared using 29 macroeconomic time series from the U.S. Bureau of the Census. These series have both outliers and structural changes, providing a good testbed for comparing non-Gaussian methods. For the 29 series, the X-12-ARIMA decomposition consistently leads to smoother seasonal factors which are as or more "flexible" than the MING seasonal component. On the other hand, MING is more stable, particularly in the way it handles outliers and level shifts.
This study relied heavily on graphical tools for comparing seasonal adjustment methods. Use
of graphics is critical in forming the conclusions of this paper.