The X11 Procedure

References

  • Bell, W. R. and Hillmer, S. C. (1984), “Issues Involved with the Seasonal Adjustment of Economic Time Series,” Journal of Business and Economic Statistics, 2, 291–320.

  • Bobbit, L. G. and Otto, M. C. (1990), “Effects of Forecasts on the Revisions of Seasonally Adjusted Data Using the X-11 Adjustment Procedure,” Proceedings of the Business and Economic Statistics Section of the American Statistical Association, 449–453.

  • Buszuwski, J. A. (1987), “Alternative ARIMA Forecasting Horizons When Seasonally Adjusting Producer Price Data with X-11-ARIMA,” Proceedings of the Business and Economic Statistics Section of the American Statistical Association, 488–493.

  • Cleveland, W. P. and Tiao, G. C. (1976), “Decomposition of Seasonal Time Series: A Model for Census X-11 Program,” Journal of the American Statistical Association, 71, 581–587.

  • Cleveland, W. S. and Devlin, S. J. (1980), “Calendar Effects in Monthly Time Series: Detection by Spectrum Analysis and Graphical Methods,” Journal of the American Statistical Association, 75, 487–496.

  • Dagum, E. B. (1980), The X-11-ARIMA Seasonal Adjustment Method, Ottawa: Statistics Canada.

  • Dagum, E. B. (1982a), “The Effects of Asymmetric Filters on Seasonal Factor Revision,” Journal of the American Statistical Association, 77, 732–738.

  • Dagum, E. B. (1982b), “Revisions of Seasonally Adjusted Data Due to Filter Changes,” Proceedings of the Business and Economic Section, the American Statistical Association, 39–45.

  • Dagum, E. B. (1982c), “Revisions of Time Varying Seasonal Filters,” Journal of Forecasting, 1, 173–187.

  • Dagum, E. B. (1983), The X-11-ARIMA Seasonal Adjustment Method, Technical Report 12-564E, Statistics Canada, Ottawa.

  • Dagum, E. B. (1985), “Moving Averages,” in S. Kotz, N. L. Johnson, and C. B. Read, eds., Encyclopedia of Statistical Sciences, volume 5, 630–634, New York: John Wiley & Sons.

  • Dagum, E. B. (1988), The X-11-ARIMA/88 Seasonal Adjustment Method: Foundations and User’s Manual, Ottawa: Statistics Canada.

  • Dagum, E. B. and Laniel, N. (1987), “Revisions of Trend Cycle Estimators of Moving Average Seasonal Adjustment Method,” Journal of Business and Economic Statistics, 5, 177–189.

  • Davies, N., Triggs, C. M., and Newbold, P. (1977), “Significance Levels of the Box-Pierce Portmanteau Statistic in Finite Samples,” Biometrika, 64, 517–522.

  • Findley, D. F. and Monsell, B. C. (1986), “New Techniques for Determining If a Time Series Can Be Seasonally Adjusted Reliably, and Their Application to U.S. Foreign Trade Series,” in M. R. Perryman and J. R. Schmidt, eds., Regional Econometric Modeling, 195–228, Amsterdam: Kluwer-Nijhoff.

  • Findley, D. F., Monsell, B. C., Shulman, H. B., and Pugh, M. G. (1990), “Sliding Spans Diagnostics for Seasonal and Related Adjustments,” Journal of the American Statistical Association, 85, 345–355.

  • Ghysels, E. (1990), “Unit Root Tests and the Statistical Pitfalls of Seasonal Adjustment: The Case of U.S. Post War Real GNP,” Journal of Business and Economic Statistics, 8, 145–152.

  • Higginson, J. (1975), An F Test for the Presence of Moving Seasonality When Using Census Method II-X-II Variant, StatCan Staff Paper STC2102E, Seasonal Adjustment and Time Series Analysis Staff, Statistics Canada, Ottawa.

  • Huot, G., Chui, L., Higginson, J., and Gait, N. (1986), “Analysis of Revisions in the Seasonal Adjustment of Data Using X11ARIMA Model-Based Filters,” International Journal of Forecasting, 2, 217–229.

  • Ladiray, D. and Quenneville, B. (2001), Seasonal Adjustment with the X-11 Method, New York: Springer-Verlag.

  • Laniel, N. (1985), “Design Criteria for the 13-Term Henderson End-Weights,” Working Paper, Methodology Branch, Statistics Canada, Ottawa.

  • Lehmann, E. L. and D’Abrera, H. J. M. (2006), Nonparametrics: Statistical Methods Based on Ranks, New York: Springer Science & Business Media.

  • Ljung, G. M. and Box, G. E. P. (1978), “On a Measure of Lack of Fit in Time Series Models,” Biometrika, 65, 297–303.

  • Lothian, J. (1978), The Identification and Treatment of Moving Seasonality in the X-11 Seasonal Adjustment Method, StatCan Staff Paper STC0803E, Seasonal Adjustment and Time Series Analysis Staff, Statistics Canada, Ottawa.

  • Lothian, J. (1984a), The Identification and Treatment of Moving Seasonality in the X-11-ARIMA Seasonal Adjustment Method, StatCan Staff Paper, Seasonal Adjustment and Time Series Analysis Staff, Statistics Canada, Ottawa.

  • Lothian, J. (1984b), “The Identification and Treatment of Moving Seasonality in X-11-ARIMA,” in Proceedings of the Business and Economic Statistics Section, 166–171, Alexandria, VA: American Statistical Association.

  • Lothian, J. and Morry, M. (1978a), Selection of Models for the Automated X-11-ARIMA Seasonal Adjustment Program, StatCan Staff Paper STC1789, Seasonal Adjustment & Time Series Analysis Staff, Statistics Canada, Ottawa.

  • Lothian, J. and Morry, M. (1978b), A Test for the Presence of Identifiable Seasonality When Using the X-11-ARIMA Program, StatCan Staff Paper STC2118, Seasonal Adjustment and Time Series Analysis Staff, Statistics Canada, Ottawa.

  • Marris, S. N. (1961), “The Treatment of Moving Seasonality in Census Method II,” in Seasonal Adjustment on Electronic Computers, 257–309, Paris: Organisation for Economic Co-operation and Development.

  • Monsell, B. C. (1984), The Substantive Changes in the X-11 Procedure of X-11-ARIMA, SRD Research Report Census/SRD/RR-84/10, U.S. Bureau of the Census, Statistical Research Division.

  • Pierce, D. A. (1980), “Data Revisions with Moving Average Seasonal Adjustment Procedures,” Journal of Econometrics, 14, 95–114.

  • Shiskin, J. (1958), “Decomposition of Economic Time Series,” Science, 128, 1539–1546.

  • Shiskin, J. and Eisenpress, H. (1957), “Seasonal Adjustment by Electronic Computer Methods,” Journal of the American Statistical Association, 52.

  • Shiskin, J., Young, A. H., and Musgrave, J. C. (1967), The X-11 Variant of the Census Method II Seasonal Adjustment Program, Technical Report 15, U.S. Department of Commerce, Bureau of the Census.

  • U.S. Bureau of the Census (1969), X-11 Information for the User, Washington, DC: Government Printing Office.

  • Young, A. H. (1965), Estimating Trading Day Variation in Monthly Economic Time Series, Technical Report 12, U.S. Department of Commerce, Bureau of the Census, Washington, DC.