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Resource Library
Time Series and Seasonal Adjustment Working Papers
Time Series and Seasonal Adjustment Working Papers
The following papers of interest to researchers and seasonal adjustment experts are available for downloading.
Working Paper
Comparison of X-12-ARIMA Trading Day and Holiday Regressors With Co...
Comparison of X-12-ARIMA Trading Day and Holiday Regressors With Country Specific Regressors
Working Paper
Detecting Stock Calendar Effects in U.S. Census Bureau Inventory Se...
Detecting Stock Calendar Effects in U.S. Census Bureau Inventory Series
Working Paper
Stock Series Holiday Regressors Generated By Flow Series Holiday Re...
Stock Series Holiday Regressors Generated By Flow Series Holiday Regressors
Working Paper
Tail Exponent Estimation via Broadband Log Density-Quantile Regression
Tail Exponent Estimation via Broadband Log Density-Quantile Regression
Working Paper
Investigating Quarterly Trading Day Effects
When the U. S. Census Bureau began looking into seasonal adjustment of the QSS series, one question was whether trading day adjustments were reasonable.
Working Paper
Seasonal Adj. Research for Census Bureau's Quarterly Services Survey
This paper describes the research conducted to determine appropriate methods for producing seasonally adjusted estimates for QSS.
Working Paper
Stock Trading Day Effects Under Flow Day-of-Week Effect Constraints
We show how flow day-of-week effect constraints can be imposed upon the day-of-week effect component of the stock trading day model of Bell used in X-12-ARIMA.
Working Paper
The Detection of Cycles in Raw and Seasonally Adjusted Data
The detection and estimation of business cycles in economic time series is an important activity of econometricians.
Working Paper
Update on the Development of X-13ARIMA-SEATS
This paper provides an update to Monsell (2007) to give details of new features found in the current prototype of X-13ARIMA-SEATS.
Page Last Revised - November 22, 2021
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