Seasonal Adjustment Papers Listed By Year

The following papers of interest to researchers and seasonal adjustment experts are available for downloading.

Note that the title of each paper serves as a link to the file. In most cases, a link to the paper's abstract is also provided.

Disclaimer

The papers listed on this site are presented with the hope that their content may be of interest to the general statistical community. The views in these papers are those of the authors, and do not necessarily represent those of the Census Bureau.

2012

Model Estimation, Prediction, and Signal Extraction for Nonstationary Stock and Flow Time Series Observed at Mixed Frequencies , (about 606K) by Tucker S. McElroy and Brian C. Monsell (CSRM Research Report, July 2012)
Abstract
Optimal Signal Extraction with Correlated Components , (about 859K) by Tucker S. McElroy and Agustin Maravall (CSRM Research Report, July 2012)
Abstract
Uncorrelatedness and Other Correlation Options for Differenced Seasonal Decomposition Components of ARIMA Model Decompositions , (about 214K) by David F. Findley (CSRM Research Report, June 2012)
Abstract
Bayesian Seasonal Adjustment of Long Memory Time Series , (about 1.42 Meg) by Scott H. Holan and Tucker S. McElroy (Chapter from Economic Time Series - Modeling and Seasonality, 2012)
Abstract

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2011

Subsampling Inference for the Mean of Heavy-tailed Long Memory Time Series , (about 433K) by Agnieszka Jach, Tucker S. McElroy, and Dimitris N. Politis (Journal of Time Series Analysis, 2011)
Abstract
Fixed-B Asymptotics for the Studentized Mean from Time Series with Short, Long, or Negative Memory , (about 107K) by Tucker S. McElroy and Dimitris N. Politis (Econometric Theory, 2011)
Abstract

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2010

Unit Root Properties of Seasonal Adjustment and Related Filters , (about 328K) by William R. Bell (SRD Research Report, December 2010)
Abstract
Seasonal Adjustment to Facilitate Forecasting: Empirical Results , (about 391K) by William R. Bell and Ekaterina Sotiris (JSM Proceedings Paper, October 2010)
Abstract
Signal Extraction Revision Variances as a Goodness-of-Fit Measure , (about 375K) by Tucker S. McElroy and Marc Wildi (SRD Research Report, March 2010)
Abstract
Selection Between Models Through Multi-Step-Ahead Forecasting , (about 313K) by Tucker S. McElroy and David F. Findley (SRD Research Report, January 2010)
Abstract

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2009

The Rewards and Challenges of Seasonally Adjusting a Short Series: Seasonal Adjustment Research for the U.S. Census Bureau's Quarterly Services Survey , (about 170K) by Rebecca J. Hutchinson and Erica Wong (JSM Proceedings Paper, October 2009)
Abstract
Investigating Quarterly Trading Day Effects , (about 526K) by Kathleen M. McDonald-Johnson, David F. Findley, and Erica Cepietz (JSM Proceedings Paper, October 2009)
Abstract
The Detection of Cycles in Raw and Seasonally Adjusted Data , (about 139K) by Tucker S. McElroy and Scott H. Holan (JSM Proceedings Paper, October 2009)
Abstract
Update on the Development of X-13ARIMA-SEATS , (about 149K) by Brian C. Monsell (JSM Proceedings Paper, October 2009)
Abstract
Comparison of X-12-ARIMA Trading Day and Holiday Regressors With Country Specific Regressors , (about 561K) by Christopher G. Roberts, Scott H. Holan, and Brian C. Monsell (SRD Research Report, October 2009)
Abstract
Detecting Stock Trading Day Effects in U. S. Census Bureau Inventory Series , (about 324K) by Natalya Titova and Brian C. Monsell (SRD Research Report, October 2009)
Abstract
Stock Series Holiday Regressors Generated By Flow Series Holiday Regressors , (about 182K) by David F. Findley (SRD Research Report, April 2009, revised October 2009)
Abstract
Tail Exponent Estimation via Broadband Log Density-Quantile Regression , (about 337K) by Scott H. Holan and Tucker S. McElroy (SRD Research Report, February 2009)
Abstract
Modeling Stock Trading Day Effects Under Flow Day-of-Week Effect Constraints , (about 172K) by David F. Findley and Brian C. Monsell (Journal of Official Statistics, Vol. 25, No. 3, 2009)
Abstract

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2008

A Modified Model-based Seasonal Adjustment that Reduces Spectral Troughs and Negative Seasonal Correlation , (about 268K) by Tucker S. McElroy (SRD Research Report, November 2008)
Abstract
Seasonal Heteroskedasticity in Time Series Data: Modeling, Estimation, and Testing , (about 293K) by Thomas M. Trimbur and William R. Bell (SRD Research Report, November 2008)
Abstract
Matrix Formulas for Nonstationary Signal Extraction , (about 257K) by Tucker S. McElroy (Econometric Theory, 2008)
Abstract
A Spectral Approach for Locally Assessing Time Series Model Misspecification , (about 495K) by Tucker S. McElroy and Scott H. Holan (Journal of Multivariate Analysis, 2008)
Abstract
A Review of Some Modern Approaches to the Problem of Trend Extraction , (about 312K) by Theodore Alexandrov, Silvia Bianconcini, Estela Bee Dagum, Peter Maass, and Tucker S. McElroy (SRD Research Report, July 2008)
Abstract
Book Review of E. B. Dagum and P.A. Cholette's "Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series" , (about 26K) by Baoline Chen and David F. Findley (Journal of the American Statistical Association, December 2008)
On the discretization of continuous-time filters for nonstationary stock and flow time series , (about 306K) by Tucker S. McElroy and Thomas M. Trimbur (SRD Research Report, May 2008)
Abstract
A Nonlinear Algorithm for Seasonal Adjustment in Multiplicative Component Decompositions , (about 232K) by Tucker S. McElroy (SRD Research Report, February 2008)
Abstract

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2007

Goodness-of-Fit and Badness-of-Fit Diagnostic Tests for Time Series Models , (about 363K) by Scott H. Holan, Tucker S. McElroy (SRD Research Report, November 2007)
Abstract
A Nonparametric Method for Asymmetrically Extending Signal Extraction Filters , (about 485K) by Tucker S. McElroy (SRD Research Report, November 2007)
Abstract
New ARIMA Models for Seasonal Time Series and Their Application to Seasonal Adjustment and Forecasting , (about 795K) by John A. D. Aston, David F. Findley, Tucker S. McElroy, Kellie C. Wills, and Donald E. K. Martin (SRD Research Report, October 2007)
Abstract
A Bayesian Approach to Estimating the Long Memory Parameter , (about 312K) by Scott H. Holan, Tucker S. McElroy, and Sounak Chakraborty (SRD Research Report, October 2007)
Abstract
A Mean Squared Error Criterion for Comparing X-12-ARIMA and Model-Based Seasonal Adjustment Filters , (about 449K) by Yea-Jane Chu, George C. Tiao, and William R. Bell (SRD Research Report, September 2007)
Abstract
Coherent Trends, Turning Points, and Forecasts for ACS Data , (about 150K) by Tucker S. McElroy (SRD Research Report, September 2007)
Abstract
Determining Seasonality: A Comparison of Diagnostics From X-12-ARIMA , (about 259K) by Demetra P. Lytras, Roxanne M. Feldpausch, and William R. Bell (Presented at ICES III, June, 2007)
Abstract
Comparing Automatic Modeling Procedures of TRAMO and X-12-ARIMA, an Update , (about 184K) by Kathleen M. McDonald-Johnson, Catherine C. Harvill Hood, Brian C. Monsell, and Chak Li (Presented at ICES III, June, 2007)
Abstract
Issues in Modeling and Adjusting Calendar Effects in Economic Time Series , (about 167K) by Brian C. Monsell (Presented at ICES III, June, 2007)
Abstract
Release Notes for Version 0.3 of X-12-ARIMA , (about 648K) by Brian C. Monsell (SRD Research Report, June, 2007)
Abstract
Optimality of GLS for One-Step-Ahead Forecasting of regARIMA and Related Models When the Regression is Misspecified , (about 172K) by David F. Findley (Econometric Theory, 2007)
Abstract

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2006

Continuous Time Extraction of a Nonstationary Signal with Illustrations in Continuous Low-pass and Band-pass Filtering , (about 355K) by Tucker S. McElroy and Thomas M. Trimbur (SRD Research Report, November, 2006)
Abstract
The Error in Business Cycle Estimates Obtained from Seasonally Adjusted Data , (about 292K) by Tucker S. McElroy (SRD Research Report, November, 2006)
Abstract
Issues in Identifying Easter Effects in Economic Time Series , (about 177K) by Kellie Wills (ASA proceedings, October 2006)
Modeling Stock Trading Day Effects Under Flow Day-of-Week Constraints , (about 133K) by David F. Findley (SRD Research Report, September 2006)
Abstract
Exact Formulas for the Hodrick-Prescott Filter , (about 191K) by Tucker S. McElroy (SRD Research Report, September 2006)
Abstract
Frequency Domain Analyses of SEATS and X–11/12-ARIMA Seasonal Adjustment Filters for Short and Moderate-Length Time Series , (about 2.3 Meg) by David F. Findley and Donald E. K. Martin (Journal of Official Statistics, Vol. 22, No. 1, 2006)
Abstract
Statistical Properties of Model-Based Signal Extraction Diagnostic Tests , (about 308K) by Tucker S. McElroy (SRD Research Report, June 2006)
Abstract
Finite Sample Revision Variances for ARIMA Model-Based Signal Extraction , (about 215K) by Tucker S. McElroy and Richard Gagnon (SRD Research Report, May 2006)
Abstract

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2005

A Nonparametric Test for Assessing Spectral Peaks , (about 650K) by Tucker S. McElroy and Scott H. Holan (SRD Research Report, December 2005)
Abstract
An Empirical Comparison of Methods for Benchmarking Seasonally Adjusted Series to Annual Totals , (about 67K) by Catherine C. Harvill Hood (ASA proceedings, November 2005)
Abstract
Some Consideration of Seasonal Adjustment Variances , (about 201K) by William R. Bell (ASA proceedings, November 2005)
Abstract
Comparing the Automatic ARIMA Model Selection Procedures of X-12-ARIMA Versions 0.2 and 0.3 , (about 150K) by Ayonda M. Dent, Catherine C. Harvill Hood, Kathleen M. McDonald-Johnson, and Roxanne M. Feldpausch (ASA proceedings, November 2005)
Abstract
Experiences With Indirect Seasonal Adjustment , (about 117K) by Kathleen M. McDonald-Johnson, Catherine C. Harvill Hood, and Roxanne M. Feldpausch (ASA proceedings, November 2005)
Abstract
Statistical Properties of Signal Extraction Diagnostics , (about 153K) by Tucker S. McElroy (ASA proceedings, November 2005)
Abstract
Issues in Estimating Easter Regressors Using RegARIMA Models with X-12-ARIMA , (about 117K) by David F. Findley, Kellie C. Wills, and Brian C. Monsell (ASA proceedings, November 2005)
Abstract
Seasonal heteroskedasticity in Census Bureau construction series , (about 182K) by Thomas M. Trimbur (ASA proceedings, November 2005)
Abstract
Some Recent Developments and Directions in Seasonal Adjustment , (about 261K) by David F. Findley (Journal of Official Statistics, June 2005, Vol. 21, No. 2)
Abstract
Modifications of SEATS' Diagnostic for Detecting Over- or Underestimation of Seasonal Adjustment Decomposition Components , (about 301K) by David F. Findley, Tucker S. McElroy, and Kellie C. Wills (submitted to JBES, March 2005)
Abstract

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2004

Generalizations of the Box-Jenkins Airline Model with Frequency-Specific Seasonal Coefficients and a Generalizaton of Akaike’s MAIC , (about 181K) by John A. D. Aston, David F. Findley, Kellie C. Wills, and Donald E. K. Martin (presented at 2004NBER/NSF Time Series Conference)
Abstract
Modeling Time-Varying Trading-Day Effects in Monthly Time Series , (about 454K) by William R. Bell and Donald E. K. Martin (ASA proceedings, November 2004)
Abstract
Diagnostics for Model-Based Seasonal Adjustment , (about 252K) by Roxanne M. Feldpausch, Catherine C. Harvill Hood, and Kellie C. Wills (ASA proceedings, November 2004)
Abstract
Modifications of SEATS' Diagnostic for Detecting Over- or Underestimation of Seasonal Adjustment Decomposition Components , (about 162K) by David F. Findley, Tucker S. McElroy, and Kellie C. Wills (ASA proceedings, November 2004)
Abstract
Model Simplification After the Automatic Modeling Procedure of X-12-ARIMA Version 0.3 , (about 210K) by Kathleen M. McDonald-Johnson, Catherine C. Harvill Hood, and Roxanne M. Feldpausch (ASA proceedings, November 2004)
Abstract
Statistical Modeling of Stochastic Level Shifts in Time Series , (about 200K) by Thomas M. Trimbur (ASA proceedings, November 2004)
Abstract
An Iterated Parametric Approach to Nonstationary Signal Extraction , (about 320K) by Tucker S. McElroy and Andrew Sutcliffe (SRD Research Report, September 2004)
Abstract

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2003

A Non-Gaussian Airline Model for Seasonal Adjustment , (about 105K) by John A. D. Aston and Siem Jan Koopman (ASA proceedings, November 2003)
Abstract
Diagnostics for ARIMA-Model-Based Seasonal Adjustment , (about 158K) by David F. Findley, Kellie C. Wills, John A. D. Aston, Roxanne M. Feldpausch, and Catherine C. Harvill Hood (ASA proceedings, November 2003)
Abstract
Toward X-13? , (about 230K) by Brian C. Monsell, John A. D. Aston, and Siem Jan Koopman (ASA proceedings, November 2003)
Abstract
Getting Started with X-12-ARIMA Input Files on Your PC , (about 67K) by Catherine C. Harvill Hood and Brian C. Monsell (Last modified: March 2003)

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2002

Generalizations of the Box-Jenkins Airline Model , (about 341K) by David F. Findley, Donald E. K. Martin, and Kellie C. Wills (ASA proceedings, October 2002)
Abstract
Comparison of Time Series Characteristics for Seasonal Adjustments from SEATS and X-12-ARIMA , (about 768K) by Catherine C. Harvill Hood (ASA proceedings, October 2002)
Abstract
Improving the Automatic RegARIMA Model Selection Procedures of X-12-ARIMA Version 0.3 , (about 62K) by Kathleen M. McDonald-Johnson, Thuy Trang T. Nguyen, Catherine C. Harvill Hood, and Brian C. Monsell (ASA proceedings, October 2002)
Abstract
Computation of Asymmetric Signal Extraction Filters and Mean Squared Error for ARIMA Component Models , (about 300K) by Donald E. Martin and William R. Bell (SRD Research Report, September 2002)
Modeling Lunar Calendar Holiday Effects in Taiwan , (about 1.2 Meg) by Jin-Lung Lin and Tian-Syh Liu (July 2002)
Abstract
Transformation and seasonal-trend decomposition , (about 179K) by Peter Thomson and Tohru Ozaki (Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling, January 2002)

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2001

Outlier Selection for RegARIMA Models , (about 140K) by Kathleen M. McDonald-Johnson and Catherine C. Harvill Hood (ASA proceedings, October 2001)
Comparing Direct and Indirect Seasonal Adjustments of Aggregate Series , (about 200K) by Catherine C. Harvill Hood and David F. Findley (ASA proceedings, October 2001)
Asymptotic Stationarity Properties of Out-of-Sample Forecast Errors of Misspecifed RegARIMA Models , (about 383K) by David F. Findley (ASA proceedings, October 2001)

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2000

French translation of "Seasonal Adjustment with the X-11 Method" , (about 1.08 Meg) by Dominique Ladiray and Benoit Quenneville (French translation of Ladiray and Quenneville)
Spanish translation of "Seasonal Adjustment with the X-11 Method" , (about 1.79 Meg) by Dominique Ladiray and Benoit Quenneville (Spanish translation of Ladiray and Quenneville)
An Empirical Evaluation of the Performance of TRAMO/SEATS on Simulated Series , (about 1.2 Meg) by Catherine C. Harvill Hood, James D. Ashley, and David F. Findley (ASA proceedings, October 2000)
Abstract
Modeling and Model Selection for Moving Holidays , (about 134K) by Raymond J. Soukup and David F. Findley (ASA proceedings, October 2000)
Abstract
Detection and Modeling of Trading Day Effects , (about 76K) by Raymond J. Soukup and David F. Findley (ICES proceedings, July 2000)
Abstract

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1999

On the Spectrum Diagnostics Used by X-12-ARIMA to Indicate the Presence of Trading Day Effects after Modeling or Adjustment , (about 556K) by Raymond J. Soukup and David F. Findley (ASA proceedings, September 1999)
Abstract
X-12-ARIMA and its Application to Some Italian Indicator Series , (about 886K) by David F. Findley and Catherine C. Harvill Hood (June 1999)
Abstract

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1998

New Capabilities and Methods of the X-12-ARIMA Seasonal Adjustment Program , (about 1.10 Meg) by David F. Findley, Brian C. Monsell, William R. Bell, Mark C. Otto, and Bor-Chung Chen (Preprint version of JBES 1998)
Abstract

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1996

Design of Moving-Average Trend Filters Using Fidelity, Smoothness and Minimum Revisions Criteria , (about 1.09 Meg) by Alistair Gray and Peter Thomson (Research report, 1996)
Abstract

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1995

A Conversation with Hirotugu Akaike , (about 1.94 Meg) by David F. Findley and Emanual Parzen (Statistical Science, 1995)

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1993

Convergence of Finite Multistep Predictors from Incorrect Models and Its Role in Model Selection , (about 3.24 Meg) by David F. Findley (Preprint of paper that appeared in Note di Matematica, 1993)

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1992

X-11 Symmetric Linear Filters and their Transfer Functions , (about 2.21 Meg) by William R. Bell and Brian C. Monsell (SRD Research Report, 1992)
Abstract

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1991

Counterexamples to Parsimony and BIC , (about 627K) by David F. Findley (Annals of the Institute of Statistical Mathematics, 1991)
Abstract

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1986

Sliding Spans Diagnostics for Seasonal and Related Adjustments , (about 2.21 Meg) by David F. Findley, Brian C. Monsell, Holly B. Shulman, and Marian G. Pugh (SRD Research Report, 1986)
Abstract
Akaike's Information Criterion II , (about 521K) by David F. Findley (Encyclopedia of Statistical Sciences, Vol 3, 1986)
On Bootstrap Estimates of Forecast Mean Square Errors for Autoregressive Processes , (about 412K) by David F. Findley (Proceedings Paper, 1986)
New Techniques for Determining if a Time Series Can Be Seasonally Adjusted Reliably , (about 3.17 Meg) by David F. Findley and Brian C. Monsell (preprint of paper that appeared in Regional Econometric Modeling, Edited by M.R. Perryman and J.R. Schmidt, 1986)