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"On Some Characteristics and Problems of X-12-ARIMA Seasonal Adjustment Method"(in Japanese)

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  • Naoto Kunitomo

Abstract

This memorandum summarizes the essential features of X-12-ARIMA Seasonal Adjustment Method developed by the Time Series Group of the U.S. CENSUS and explained by Findley et al. (1996). We shall mention several characteristics of X-12-ARIMA method and the related practical problems, which the statistical agencies in Japanese government should examine.

Suggested Citation

  • Naoto Kunitomo, 1997. ""On Some Characteristics and Problems of X-12-ARIMA Seasonal Adjustment Method"(in Japanese)," CIRJE J-Series 97-J-5, CIRJE, Faculty of Economics, University of Tokyo.
    • Handle: RePEc:tky:jseres:97j5
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    File URL: http://www.cirje.e.u-tokyo.ac.jp/research/dp/97/j5/contents.htm
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