Models for X-11 and 'X-11-Forecast' Procedures for Preliminary and Revised Seasonal Adjustments
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.
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
|Date of creation:||1981|
|Date of revision:|
|Contact details of provider:|| Postal: CV4 7AL COVENTRY|
Phone: +44 (0) 2476 523202
Fax: +44 (0) 2476 523032
Web page: http://www2.warwick.ac.uk/fac/soc/economics/
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:wrk:warwec:198. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Margaret Nash)
If references are entirely missing, you can add them using this form.