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What further developments can be expected in the X-12-ARIMA seasonal adjustment package? This paper will deal with two areas of development: an experimental version of X-12-ARIMA that produces ARIMA model-based seasonal adjustments from SEATS, and a program that uses alternative, possibly non-Gaussian, component time series models to perform the signal extractions. Examples of adjustments from each of the programs will be shown.
Model-based signal extraction, seasonal adjustment diagnostics, graphical diagnostics, component time series models.
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