Non-gaussian seasonal adjustment: X-12-ARIMA versus robust structural models

Journal of Forecasting

Volumn 15, Issue 4, 1996, Pages 305-327

  Bruce, Andrew G ^a,c,d   Jurke, Simon R ^b,e  

^a Parametric Technology Corporation   (United States)

^b CORE Management Systems Ltd ^*  (New Zealand)

^c PRINCETON UNIVERSITY   (United States)

^d UNIVERSITY OF WASHINGTON   (United States)

^e VICTORIA UNIVERSITY OF WELLINGTON   (New Zealand)

Author keywords

Level shifts; Mixture models; Non Gaussian time series; Outliers; Robustness; Seasonal adjustment; State space models; Time series structural models; X 11; X 12 ARIMA

Indexed keywords

EID: 0006326284     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-131x(199607)15:4<305::aid-for626>3.0.co;2-r     Document Type: Article

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