Seasonal Adjustment With The X 11 Method
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Seasonal Adjustment with the X-11 Method
| Author | : Dominique Ladiray |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 245 |
| Release | : 2012-12-06 |
| Genre | : Computers |
| ISBN | : 1461301750 |
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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.
