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Item Details
Title:
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SEASONAL ADJUSTMENT WITH THE X-11 METHOD
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By: |
Dominique Ladiray, Benoit Quenneville |
Format: |
Paperback |
List price:
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£109.99 |
We currently do not stock this item, please contact the publisher directly for
further information.
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ISBN 10: |
0387951717 |
ISBN 13: |
9780387951713 |
Publisher: |
SPRINGER-VERLAG NEW YORK INC. |
Pub. date: |
10 January, 2001 |
Edition: |
Softcover reprint of the original 1st ed. 2001 |
Series: |
Lecture Notes in Statistics 158 |
Pages: |
256 |
Description: |
Documents the seasonal adjustment method implemented in the X-11 based software. This work outlines the X-11 methodology, devoting a chapter to the study of moving averages with an emphasis on those used by X-11. It serves as an important reference for government agencies, macroeconomists, and other users of economic data. |
Synopsis: |
The most widely used statistical method in seasonal adjustment is implemented in the X-11 Variant of the Census Method II Seasonal Adjustment Program. Developed by the US Bureau of the Census, it resulted in the X-11-ARIMA software and the X-12-ARIMA. While these integrate parametric methods, they remain close to the initial X-11 method, and it is this "core" that Seasonal Adjustment with the X-11 Method focuses on. It will be an important reference for government agencies, and other serious users of economic data. |
Illustrations: |
XXII, 256 p. |
Publication: |
US |
Imprint: |
Springer-Verlag New York Inc. |
Returns: |
Returnable |
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