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Name: Seasonal Adjustment with the X-11 Method.
Author: Ladiray, Dominique / Quenneville, B.
ISBN: 978-0-387-95171-3

Seasonal Adjustment with the X-11 Method.

・ISBN 978-0-387-95171-3 soft

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著者・編者	Ladiray, Dominique / Quenneville, B.,
シリーズ	Lecture Notes in Statistics
出版社	(Springer, US)
出版年月	2001
ページ数	225 pp.
言語	ENG
ニュース番号	＜475-224＞

解説

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.