"On Some Characteristics and Problems of X-12-ARIMA Seasonal Adjustment Method"(in Japanese)

Naoto Kunitomo

No 97-J-5, CIRJE J-Series from CIRJE, Faculty of Economics, University of Tokyo

Abstract: This memorandum summarizes the essential features of X-12-ARIMA Seasonal Adjustment Method developed by the Time Series Group of the U.S. CENSUS and explained by Findley et al. (1996). We shall mention several characteristics of X-12-ARIMA method and the related practical problems, which the statistical agencies in Japanese government should examine.

Pages: 33 pages
Date: 1997-05
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.cirje.e.u-tokyo.ac.jp/research/dp/97/j5/contents.htm (text/html)

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:97j5

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 ().