Author | Ladiray, Dominique. author |
---|---|
Title | Seasonal Adjustment with the X-11 Method [electronic resource] / by Dominique Ladiray, Benoรฎt Quenneville |
Imprint | New York, NY : Springer New York : Imprint: Springer, 2001 |
Connect to | http://dx.doi.org/10.1007/978-1-4613-0175-2 |
Descript | XXII, 256 p. online resource |
1 Brief History of Seasonal Adjustment -- 2 Outline of the X-11 Method -- 2.1 Components and Decomposition Models -- 2.2 Moving Averages -- 2.3 A Simple Seasonal Adjustment Algorithm -- 2.4 The Basic Algorithm of the X-11 Method -- 2.5 Extreme Observations and Calendar Effects -- 2.6 The Iterative Principle of X-11 -- 2.7 From Census X-11 to X-11-ARIMA and X-12-ARIMA -- 3 Moving Averages -- 3.1 Some Definitions and a Little Theory -- 3.2 The Symmetric Moving Averages Used in X-11 -- 3.3 Musgrave Asymmetric Moving Averages -- 3.4 The X-11 Moving Average Filter -- 4 The Various Tables -- 4.1 B: Preliminary Estimation of Extreme Values and Calendar Effects -- 4.2 C: Final Estimation of Extreme Values and Calendar Effects -- 4.3 D: Final Estimation of the Different Componentst -- 4.4 E: Components Modified for Large Extreme Values -- 4.5 F: Seasonal Adjustment Quality Measures -- 5 Modelling of the Easter Effect -- 5.1 The Easter Holiday -- 5.2 The X-11-ARIMA Models -- 5.3 The X-12-ARIMA Models -- References