The X11 Procedure

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.” In Proceedings of the Business and Economic Statistics Section, 488–493. Alexandria, VA: American Statistical Association.

Cleveland, W. P., and Tiao, G. C. (1976). “Decomposition of Seasonal Time Series: A Model for the 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.” In Proceedings of the American Statistical Association, Business and Economic Section, 39–45. Alexandria, VA: American Statistical Association.

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 Encyclopedia of Statistical Sciences, vol. 5, edited by S. Kotz, N. L. Johnson, and C. B. Read. 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 Regional Econometric Modeling, edited by M. R. Perryman, and J. R. Schmidt, 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. Rev. ed. 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 and 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, Statistical Research Division, US Bureau of the Census.

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, US Department of Commerce, Bureau of the Census.

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

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