"On X-12-ARIMA2000"(in Japanese)

Naoto Kunitomo
Additional contact information
Naoto Kunitomo: Faculty of Economics, University of Tokyo

No CIRJE-J-47, CIRJE J-Series from CIRJE, Faculty of Economics, University of Tokyo

Abstract: This is a tentative Japanese translation of the first part (Chapter 1-Chapter 5) of the X-12-ARIMA Manual with two short appendices on the seasonal adjustment programs. Because the X-12-ARIMA program developed by the time series research group of the U.S. Census Bureau uses the statistical time series analysis extensively, it may be helpful for practitioners in Japan to use or understand the X-12-ARIMA program although the evaluation of the X-12-ARIMA program is still under discussion. We shall translate the remaining parts of the X-12-ARIMA Manual in the near future hopefully.

Pages: 44 pages
Date: 2001-03
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.cirje.e.u-tokyo.ac.jp/research/dp/2001/2001cj47.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tky:jseres:2001cj47

Access Statistics for this paper

More papers in CIRJE J-Series from CIRJE, Faculty of Economics, University of Tokyo Contact information at EDIRC.
Bibliographic data for series maintained by CIRJE administrative office ().