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Seasonal Adjustment with the X-11 Method

Seasonal Adjustment with the X-11 Method

Benoit Quenneville / Dominique Ladiray

158,67 €
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Editorial:
Springer Nature B.V.
Año de edición:
2001
Materia
Probabilidad y estadística
ISBN:
9780387951713
158,67 €
IVA incluido
Disponible

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Sobre IBD

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.

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