X-12-ARIMA Seasonal Adjustment Program
Seven Papers for New Users of X-12-ARIMA
"Getting Started with X-12-ARIMA Input Files on Your PC,"
by Catherine C. H. Hood and Brian C. Monsell
This paper gives basic information necessary to run X-12-ARIMA, and it shows examples for setting up input specification files (spec files).
"X-12-ARIMA and Its Application to Some Italian Indicator Series,"
by David F. Findley and Catherine C. H. Hood
This paper shows some examples of using X-12-ARIMA, starting at the beginning and following all the steps, including use of graphs.
Census Bureau Guideline 18-0_v1.1
"Seasonal Adjustment Diagnostics"
Supporting Document A (Checklists)
These are the Census Bureau guidelines for using seasonal adjustment diagnostics available from X-12-ARIMA.
X-12-ARIMA Version 0.3 Reference Manual
This manual is not the kind of thing you'd sit and read from front to back,
but when you're running X-12-ARIMA, it is very helpful to have this handy so you can look up specific details about the input specifications.
There are introductory chapters that have good information about time series.
"Seasonality: Causation, Interpretation, and Implications,"
by Clive W. J. Granger (2003 Nobel Prize winner in economics)
This is a very old paper, but it is interesting (particularly the first two pages and the section called "Why Adjust?" on pages six and seven).
"Some Recent Developments and Directions in Seasonal Adjustment,"
by David F. Findley (Journal of Official Statistics, June 2005, Vol. 21, No. 2)
Not everything in this paper is for the person starting out with seasonal adjustment,
but it covers a lot of ground, so this is a good paper to skim.
"New Capabilities and Methods of the X-12-ARIMA Seasonal Adjustment Program,"
by David F. Findley, Brian C. Monsell, William R. Bell, Mark C. Otto and Bor-Chung Chen (Preprint version of JBES 1998)
This is quite long, but it has a great deal of information about the seasonal adjustment procedure of X-12-ARIMA and about the diagnostics.
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Source: U.S. Census Bureau | Center for Statistical Research and Methodology | (301) 763-1649 (or
November 19, 2012