New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program
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.
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Volume (Year): 16 (1998)
Issue (Month): 2 (April)
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