Seasonal adjustment with the X-11 method
From MaRDI portal
Publication:5926094
zbMath0961.62073MaRDI QIDQ5926094
Dominique Ladiray, Benoît Quenneville
Publication date: 13 March 2001
Published in: Lecture Notes in Statistics (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Applications of statistics (62P99)
Related Items (18)
Trends cycles and seasons: Econometric methods of signal extraction ⋮ Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences ⋮ Practical statistical methods for call centres with a case study addressing urgent medical care delivery ⋮ A Review of Seasonal Adjustment Diagnostics ⋮ The finite sample performance of two methods for choosing a power transformation when seasonally adjusting a time series with X-13ARIMA-SEATS ⋮ Optimal real-time filters for linear prediction problems ⋮ A new set of asymmetric filters for tracking the short-term trend in real-time ⋮ On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing ⋮ Detecting multiple mean breaks at unknown points in official time series ⋮ An iterated parametric approach to nonstationary signal extraction ⋮ A non-parametric iterative smoothing method for benchmarking and temporal distribution ⋮ A note on the statistical properties of nonparametric trend estimators by means of smoothing matrices ⋮ Real time estimation in local polynomial regression, with application to trend-cycle analysis ⋮ Time series modeling and decomposition ⋮ A nonparametric method for asymmetrically extending signal extraction filters ⋮ Maximum entropy extreme‐value seasonal adjustment ⋮ Econometric software development: past, present and future ⋮ Spectral filtering for trend estimation
This page was built for publication: Seasonal adjustment with the X-11 method
