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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
Issues Related to the Modeling and Adjustment of High Frequency Tim...
Issues Related to the Modeling and Adjustment of High Frequency Time Series
Working Paper
Small Area Estimation - State Poverty Rate Model Research Data Files
Small Area Estimation - State Poverty Rate Model Research Data Files
Working Paper
Holiday Effects in Indian Manufacturing Series
Holiday Effects in Indian Manufacturing Series
Working Paper
Multivariate SA, Economic Identities, and Seasonal Taxonomy
This article explores the statistical modeling of seasonality jointly across multiple time series, using latent dynamic factor models fitted by MLE.
Working Paper
Detecting Seasonality in Seasonally Adjusted Monthly Time Series
Detecting Seasonality in Seasonally Adjusted Monthly Time Series
Working Paper
X-13ARIMA-SEATS Reference Manual Accessible HTML Output Version
The X-13ARIMA-SEATS seasonal adjustment program is an enhanced version of the X-11 Variant of the Census Method II seasonal adjustment program.
Working Paper
Detection of Seasonality in the Frequency Domain
Detection of Seasonality in the Frequency Domain
Working Paper
Maximum Entropy-Value Seasonal Adjustment
Maximum Entropy-Value Seasonal Adjustment
Working Paper
Computation of Vector ARMA Autocovariances
Describes an algorithm for computing the autocovariance sequence of a VARMA
process without requiring the intermediary determination of the Wold representation.
Working Paper
Recurvsive Computation for Block-Nested Covariance Matrices
Covariance matrices corresponding to samples of multivariate time series or spatial random fields have a block-Toeplitz structure that has a nested pattern.
Page Last Revised - November 22, 2021
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