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A Set of Quality Control Statistics for the X-11-ARIMA Seasonal Adjustment Method
A Set of Quality Control Statistics for the X-11-ARIMA Seasonal Adjustment Method
Introduction
The X-11 Variant of the Census Method II Seasonal Adjustment Method (J. Shiskin et al 1967) contained a summary measures table denoted by F.2. The purpose of the F.2 Table was to give a set of statistics pertaining to the estimated trend-cycle, seasonal and irregular components. These statistics gave information about the average percent changes in each component with and without regard to sign over different spans, relative contribution of components to percent changes in the original series, average duration of run etc.
Others in Series
Working Paper
Comparing the Automatic ARIMA Model Selection Procedures
In this paper, we compare the two automatic modeling procedures.
Working Paper
Model Estimation, Prediction, and Signal Extraction
A practical problem for statistical agencies and banks that publish economic data is the seasonal adjustment of mixed frequency stock and flow time series.
Working Paper
An Empirical Evaluation of the Performance of TRAMO/SEATS
TRAMO and SEATS are linked programs developed by Victor Gomez and Agustin Maravall to seasonally adjust time series.
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Page Last Revised - October 8, 2021
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