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"How to use X-12-ARIMA2000 when you must: A Case Study of Hojinkigyo-Tokei" (in Japanese)

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  • Naoto Kunitomo

    (Faculty of Economics, University of Tokyo)

Abstract

We illustrate how to use the X-12-ARIMA program developed by the U. S. Census Bureau when you have to make seasonal adjustment data at the statistical division of the central government. As an illustration we use the Hojinkigyo-Toukei, which is one of the major statistics including sales and investments data by corporate firms in Japan. We shall discuss reasonable ways to use and/or not to use the procedures available in the X-12-ARIMA (2000) program.

Suggested Citation

  • Naoto Kunitomo, 2001. ""How to use X-12-ARIMA2000 when you must: A Case Study of Hojinkigyo-Tokei" (in Japanese)," CIRJE J-Series CIRJE-J-58, CIRJE, Faculty of Economics, University of Tokyo.
  • Handle: RePEc:tky:jseres:2001cj58
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    File URL: http://www.cirje.e.u-tokyo.ac.jp/research/dp/2001/2001cj58.pdf
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