New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program

F. Findley, David; C. Monsell, Brian; R. Bell, William; C. Otto, Mark; Chen, Bor-Chung

doi:10.1080/07350015.1998.10524743

Public

New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program

Published in Journal of Business and Economic Statistics • Apr 1, 1998

Authors:

David F. Findley

Brian C. Monsell

William R. Bell

Abstract

X-12-ARIMA is the Census Bureau's new seasonal-adjustment program. It provides four types of enhancements to X-ll-ARIMA—(1) alternative seasonal, trading-day, and holiday effect adjustment capabilities that include adjustments for effects estimated with user-defined regressors; additional seasonal a...

Subject

Autoregressive integrated moving average

Seasonal adjustment

Econometrics

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