Seasonal Adjustment with the X-11 Method

Seasonal Adjustment with the X-11 Method
Author :
Publisher : Springer Science & Business Media
Total Pages : 245
Release :
ISBN-10 : 9781461301752
ISBN-13 : 1461301750
Rating : 4/5 (52 Downloads)

Book Synopsis Seasonal Adjustment with the X-11 Method by : Dominique Ladiray

Download or read book Seasonal Adjustment with the X-11 Method written by Dominique Ladiray and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: The most widely used statistical method in seasonal adjustment is implemented in the X-11 Variant of the Census Method II Seasonal Adjustment Program. Developed by the US Bureau of the Census, it resulted in the X-11-ARIMA software and the X-12-ARIMA. While these integrate parametric methods, they remain close to the initial X-11 method, and it is this "core" that Seasonal Adjustment with the X-11 Method focuses on. It will be an important reference for government agencies, and other serious users of economic data.


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