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Seasonal Adjustment with the X-11 Method

The authors, Dominique Ladiray and Benoit Quenneville, provide a unique and comprehensive r~view of the X-11 Method of seasonal adjustment. They review the original X-11 Method developed at the US Bureau of the Census in the mid-1960's, the X-ll core of the X-ll-ARTMA Method developed at Statis...

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Bibliographic Details
Main Authors: Ladiray, Dominique, Quenneville, Benoit (Author)
Format: eBook
Language:English
Published: New York, NY Springer New York 2001, 2001
Edition:1st ed. 2001
Series:Lecture Notes in Statistics
Subjects:
Econometrics
Statistical Theory And Methods
Statistics 
Computer Software
Statistics For Business, Management, Economics, Finance, Insurance
Probability Theory And Stochastic Processes
Probabilities
Mathematical Software
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • 1 Brief History of Seasonal Adjustment
  • 2 Outline of the X-11 Method
  • 2.1 Components and Decomposition Models
  • 2.2 Moving Averages
  • 2.3 A Simple Seasonal Adjustment Algorithm
  • 2.4 The Basic Algorithm of the X-11 Method
  • 2.5 Extreme Observations and Calendar Effects
  • 2.6 The Iterative Principle of X-11
  • 2.7 From Census X-11 to X-11-ARIMA and X-12-ARIMA
  • 3 Moving Averages
  • 3.1 Some Definitions and a Little Theory
  • 3.2 The Symmetric Moving Averages Used in X-11
  • 3.3 Musgrave Asymmetric Moving Averages
  • 3.4 The X-11 Moving Average Filter
  • 4 The Various Tables
  • 4.1 B: Preliminary Estimation of Extreme Values and Calendar Effects
  • 4.2 C: Final Estimation of Extreme Values and Calendar Effects
  • 4.3 D: Final Estimation of the Different Componentst
  • 4.4 E: Components Modified for Large Extreme Values
  • 4.5 F: Seasonal Adjustment Quality Measures
  • 5 Modelling of the Easter Effect
  • 5.1 The Easter Holiday
  • 5.2 The X-11-ARIMA Models
  • 5.3 The X-12-ARIMA Models
  • References

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