Seasonal Adjustment Using Structural Time Series Models: An Application and Comparison with the Census X-11 Method

Frank Den Butter () and T J Mourik

Journal of Business & Economic Statistics, 1990, vol. 8, issue 4, 385-94

Abstract: This article makes the method of seasonal adjustment operational using suitable structural time series models (STM). This so-called STM method is applied to several relevant Dutch macroeconomic quarterly and monthly time series. The results are compared with those of the Census X-11 method using several formal criteria as yardsticks. The STM method proves to compete well with the Census X-11 method in this respect.

Date: 1990
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Persistent link: https://EconPapers.repec.org/RePEc:bes:jnlbes:v:8:y:1990:i:4:p:385-94

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