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Item Details
Title: SEASONAL ADJUSTMENT WITH THE X-11 METHOD
By: Dominique Ladiray, Benoit Quenneville
Format: Paperback

List price: £109.99


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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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