The X12 Procedure

References

Box, G. E. P., Jenkins, G. M., and Reinsel, G. C. (1994), Time Series Analysis: Forecasting and Control, Third Edition, Englewood Cliffs, NJ: Prentice Hall, Inc.

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

Findley, D. F., Monsell, B. C., Bell, W. R., Otto, M. C., and Chen, B. C. (1998), "New Capabilities and Methods of the X-12-ARIMA Seasonal Adjustment Program," Journal of Business and Economic Statistics, 16, 127 -176 (with Discussion).

Ladiray, D. and Quenneville B. (1999), "Understanding the X11 Method," Working Paper, Time Series Research and Analysis Centre, Statistics Canada, [http://www.census.gov/pub/ts/papers/x11tb_en.ps].

Lothian, J. and Morry M., (1978), "A Test of Quality Control Statistics for the X-11-ARIMA Seasonal Adjustment Program," Research Paper, Seasonal Adjustment and Times Series Staff, Statistics Canada.

Shiskin, J., Young, A. H., and Musgrave, J. C. (1967), "The X-11 Variant of the Census Method II Seasonal Adjustment Program," Technical Paper No. 15, U.S. Department of Commerce, Bureau of the Census.

U.S. Bureau of the Census (1999), X-12-ARIMA Reference Manual, U.S. Department of Commerce, Washington, DC, [ftp://ftp.census.gov/pub/ts/x12a/].

U.S. Bureau of the Census (1999), "X-12-ARIMA Seasonal Adjustment Program," [ftp://ftp.census.gov/pub/ts/x12a/].

U.S. Bureau of the Census (1999), X-12-ARIMA Quick Reference for Unix, U.S. Department of Commerce, Washington, DC, [ftp://ftp.census.gov/pub/ts/x12a/].

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