Seasonal Adjustment with the X-11 Method
(Sprache: Englisch)
The most widely used statistical method in seasonal adjustment is implemented in the X-11 Variant of the Census Method II Seasonal Adjustment Program. Developed by the US Bureau of the Census, it resulted in the X-11-ARIMA software and the X-12-ARIMA....
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The most widely used statistical method in seasonal adjustment is implemented in the X-11 Variant of the Census Method II Seasonal Adjustment Program. Developed by the US Bureau of the Census, it resulted in the X-11-ARIMA software and the X-12-ARIMA. While these integrate parametric methods, they remain close to the initial X-11 method, and it is this "core" that Seasonal Adjustment with the X-11 Method focuses on. It will be an important reference for government agencies, and other serious users of economic data.
Inhaltsverzeichnis zu „Seasonal Adjustment with the X-11 Method “
- Brief History of Seasonal Adjustment- The Philosophy of the X-11-Method
- Moving Averages
- The Various Tables
- Modelling of the Easter Effect
Bibliographische Angaben
- Autoren: Dominique Ladiray , Benoit Quenneville
- 2001, 256 Seiten, Maße: 15,5 x 23,5 cm, Kartoniert (TB), Englisch
- Verlag: Springer, New York
- ISBN-10: 0387951717
- ISBN-13: 9780387951713
- Erscheinungsdatum: 10.01.2001
Sprache:
Englisch
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