New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program

Findley, David F, et al

Journal of Business & Economic Statistics, 1998, vol. 16, issue 2, 127-52

Abstract: X-12-ARIMA is the Census Bureau's new seasonal-adjustment program. It provides four types of enhancements to X-ll-ARIMA--(l) alternative seasonal, trading-day, and holiday effect adjustment capabilities that include adjustments for effects estimated with user-defined regressors, additional seasonal and trend filter options, and an alternative seasonal-trend-irregular decomposition; (2) new diagnostics of the quality and stability of the adjustments achieved under the options selected; (3) extensive time series modeling and model-selection capabilities for linear regression models with ARIMA errors, with optional robust estimation of coefficients; and (4) a new user interface with features to facilitate batch processing large numbers of series. Coauthors are Brian C. Monsell, William R. Bell, Mark C. Otto, and Bor-Chung Chen.

Date: 1998
References: Add references at CitEc
Citations: View citations in EconPapers (189)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:bes:jnlbes:v:16:y:1998:i:2:p:127-52

Ordering information: This journal article can be ordered from
http://www.amstat.org/publications/index.html

Access Statistics for this article

Journal of Business & Economic Statistics is currently edited by Jonathan H. Wright and Keisuke Hirano

More articles in Journal of Business & Economic Statistics from American Statistical Association
Bibliographic data for series maintained by Christopher F. Baum ().