IDEAS home Printed from https://ideas.repec.org/p/ags/uwarer/269150.html
   My bibliography  Save this paper

Models For X-11 And 'X-11-Forecast' Procedures For Preliminary And Revised Seasonal Adjustments

Author

Listed:
  • Wallis, Kenneth F.

Abstract

Procedures for the season adjustment of economic time series have typically been evaluated by studying their effects on a sample of actual time series. Recent proposals for amendments and extensions to existing methods have also been evaluated in the same way. Perhaps this approach is thought to be inevitable given that "there seems to be no ideal process of evaluating a method of adjustment" (Granger, 1978, p.55). In contrast however, this paper continues a line of research in which the properties of the procedures themselves are studied, in the abstract. It is hoped that this will improve our general understanding of the performance of the existing methods and their extensions, and help explain the results of the previous empirical studies.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Wallis, Kenneth F., 1981. "Models For X-11 And 'X-11-Forecast' Procedures For Preliminary And Revised Seasonal Adjustments," Economic Research Papers 269150, University of Warwick - Department of Economics.
  • Handle: RePEc:ags:uwarer:269150
    DOI: 10.22004/ag.econ.269150
    as

    Download full text from publisher

    File URL: https://ageconsearch.umn.edu/record/269150/files/twerp198.pdf
    Download Restriction: no

    File URL: https://ageconsearch.umn.edu/record/269150/files/twerp198.pdf?subformat=pdfa
    Download Restriction: no

    File URL: https://libkey.io/10.22004/ag.econ.269150?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Other versions of this item:

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. D. Stephen G. Pollock, 2018. "Filters, Waves and Spectra," Econometrics, MDPI, vol. 6(3), pages 1-33, July.
    2. Bianconcini, Silvia & Quenneville, Benoit, 2010. "Real Time Analysis Based on Reproducing Kernel Henderson Filters/Análisis en tiempo real basado en la reproducción de los filtros de núcleo de Henderson," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 28, pages 553-574, Diciembre.
    3. Alessandra Luati & Tommaso Proietti, 2011. "On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(4), pages 851-871, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:uwarer:269150. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://warwick.ac.uk/fac/soc/economics/research/workingpapers/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.