Seasonal Adjustment with the X-11 Method

The market for seasonal adjustment by the X11 method includes government statisticians, econometricians and economists working in macroeconomics, forecasters, and researchers in universities.

Includes supplementary material: sn.pub/extras

Inhalt
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.