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

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  • den Butter, F A G
  • Mourik, T J

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.

Suggested Citation

  • den Butter, F A G & Mourik, T J, 1990. "Seasonal Adjustment Using Structural Time Series Models: An Application and Comparison with the Census X-11 Method," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(4), pages 385-394, October.
    • Handle: RePEc:bes:jnlbes:v:8:y:1990:i:4:p:385-94
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    Cited by:

    1. Ching-Chih Chang & Chin-Yuan Hsieh & Yung-Chih Lin, 2012. "A predictive model of the freight rate of the international market in Capesize dry bulk carriers," Applied Economics Letters, Taylor & Francis Journals, vol. 19(4), pages 313-317, March.

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