Advertisement

Seasonal Adjustment with the X-11 Method

  • Dominique Ladiray
  • Benoît Quenneville

Part of the Lecture Notes in Statistics book series (LNS, volume 158)

Table of contents

  1. Front Matter
    Pages i-xxii
  2. Dominique Ladiray, Benoit Quenneville
    Pages 1-3
  3. Dominique Ladiray, Benoît Quenneville
    Pages 5-11
  4. Dominique Ladiray, Benoît Quenneville
    Pages 13-22
  5. Dominique Ladiray, Benoît Quenneville
    Pages 23-49
  6. Dominique Ladiray, Benoît Quenneville
    Pages 51-182
  7. Dominique Ladiray, Benoît Quenneville
    Pages 183-213
  8. Back Matter
    Pages 215-228

About this book

Introduction

The authors, Dominique Ladiray and Benoit Quenneville, provide a unique and comprehensive r~view of the X-11 Method of seasonal adjustment. They review the original X-11 Method developed at the US Bureau of the Census in the mid-1960's, the X-ll core of the X-ll-ARTMA Method developed at Statistics Canada in the 1970's, and the X-11 module in the X- 12-ARTMA Method developed more recently at the Bureau of the Census. The review will prove extremely useful to anyone working in the field of seasonal adjustment who wants to understand the X-11 Method and how it fits into the broader picture of seasonal adjustment. What the authors designate as the X-11 Method was originally desig­ nated the X-11 Variant of the Census Method IT Seasonal Adjustment Program. It was the culmination of the pioneering work undertaken at the Bureau of the Census by Julius Shiskin in the 1950's. Shiskin introduced the Census Method T Seasonal Adjustment Program in 1954 and soon followed it with the introduction of Method TT in 1957.

Keywords

Analysis Measure STATISTICA Seasonal Adjustment Time series X-11 Method linear regression modeling

Authors and affiliations

  • Dominique Ladiray
    • 1
  • Benoît Quenneville
    • 2
  1. 1.EUROSTAT, BECH E4/813Bâtiment Jean MonnetLuxemborgBelgium
  2. 2.Statistics CanadaOttawaCanada

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4613-0175-2
  • Copyright Information Springer-Verlag New York, Inc. 2001
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-95171-3
  • Online ISBN 978-1-4613-0175-2
  • Series Print ISSN 0930-0325
  • Buy this book on publisher's site