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Models for X-11 and 'X-11-Forecast' Procedures for Preliminary and Revised Seasonal Adjustments

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  • Wallis, Kenneth F

    (University of Warwick)

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.

Suggested Citation

  • Wallis, Kenneth F, 1981. "Models for X-11 and 'X-11-Forecast' Procedures for Preliminary and Revised Seasonal Adjustments," The Warwick Economics Research Paper Series (TWERPS) 198, University of Warwick, Department of Economics.
    • Handle: RePEc:wrk:warwec:198
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    File URL: https://warwick.ac.uk/fac/soc/economics/research/workingpapers/1978-1988/twerp198.pdf
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    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.

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