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Toward X-13?
Toward X-13?
Abstract
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.
Others in Series
Working Paper
The Perils of Inferring Serial Dependence from Sample Autocorrelations
We demonstrate that oscillatory patterns in the higher lags of sample autocorrelations can arise whenever the true process is a finite order MA.
Working Paper
Alternative Sets of Weights for Proposed X-11
The following tables contain the end weights computed by an "optimum" technique for the 4 seasonal factor moving averages proprosed for inclusion in X-11.
Working Paper
Diagnostics for Model-Based Seasonal Adjustment
In this paper, we try to identify promising diagnostics for model-based seasonal adjustment.
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Page Last Revised - October 8, 2021
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