Seasonal adjustment perspectives on "Damping seasonal factors: Shrinkage estimators for the X-12-ARIMA program"

International Journal of Forecasting

Volumn 20, Issue 4, 2004, Pages 551-556

  Findley, David F ^a   Wills, Kellie C ^a   Monsell, Brian C ^a  

^a U S CENSUS BUREAU   (United States)

Author keywords

Residual seasonality; Seasonal adjustment quality; SEATS; Spectrum

Indexed keywords

EID: 13844307616     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2004.03.008     Document Type: Note

References (6)

1. Findley, D. F., & Martin, D. E. K, (2003). Frequency domain analyses of SEATS and X-11/12-ARIMA seasonal adjustment filters for short and moderate-length time series, Research Report 2003-02, Statistical Research Division, U. S. Census Bureau. http://www.census.gov/ts/papers/rrs2003-02.pdf
2. Findley D.F. Monsell B.C. Shulman H.B. & Pugh M.C. Sliding spans diagnostics for seasonal and related adjustments Journal of the American Statistical Association 85 1990 345-355
3. Ladiray D. & Quenneville B. Seasonal adjustment with the X-11 method 2001 Springer-Verlag New York
4. Manton J.H. Krishnamurthy V. & Poor H.V. James-Stein state filtering algorithms IEEE Transactions on Signal Processing 46 1998 2431-2447
5. Monsell, B. C., Aston, J. A. D., & Koopman, S. J., (2003). Toward X-13?, Proceedings of the Business and Economic Statistics Section of the American Statistical Association (to appear) http://www.census.gov/ts/papers/jsm2003bcm.pdf
6. Planas C. & Depoutot R. Controlling revisions in ARIMA-model-based seasonal adjustment Journal of Time Series Analysis 23 2002 193-214