Seasonal Adjustment with the X-11 Method
Download or Read eBook Seasonal Adjustment with the X-11 Method PDF 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.
| Author | : Dominique Ladiray |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 245 |
| Release | : 2012-12-06 |
| ISBN-10 | : 9781461301752 |
| ISBN-13 | : 1461301750 |
| Rating | : 4/5 (52 Downloads) |
Book Synopsis Seasonal Adjustment with the X-11 Method by : Dominique Ladiray
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.
