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New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program


  • Findley, David F, et al


X-12-ARIMA is the Census Bureau's new seasonal-adjustment program. It provides four types of enhancements to X-ll-ARIMA--(l) alternative seasonal, trading-day, and holiday effect adjustment capabilities that include adjustments for effects estimated with user-defined regressors, additional seasonal and trend filter options, and an alternative seasonal-trend-irregular decomposition; (2) new diagnostics of the quality and stability of the adjustments achieved under the options selected; (3) extensive time series modeling and model-selection capabilities for linear regression models with ARIMA errors, with optional robust estimation of coefficients; and (4) a new user interface with features to facilitate batch processing large numbers of series. Coauthors are Brian C. Monsell, William R. Bell, Mark C. Otto, and Bor-Chung Chen.

Suggested Citation

  • Findley, David F, et al, 1998. "New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(2), pages 127-152, April.
  • Handle: RePEc:bes:jnlbes:v:16:y:1998:i:2:p:127-52

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    References listed on IDEAS

    1. Estrella, Arturo & Mishkin, Frederic S., 1997. "The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank," European Economic Review, Elsevier, vol. 41(7), pages 1375-1401, July.
    2. Dhrymes, Phoebus J., 1986. "Limited dependent variables," Handbook of Econometrics,in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 3, chapter 27, pages 1567-1631 Elsevier.
    3. John G. Cragg & Russell S. Uhler, 1970. "The Demand for Automobiles," Canadian Journal of Economics, Canadian Economics Association, vol. 3(3), pages 386-406, August.
    4. Amemiya, Takeshi, 1981. "Qualitative Response Models: A Survey," Journal of Economic Literature, American Economic Association, vol. 19(4), pages 1483-1536, December.
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