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- catalog abstract "The most widely used statistical method in seasonal adjustment is without doubt that implemented in the X-11 Variant of the Census Method II Seasonal Adjustment Program. Developed at the US Bureau of the Census in the 1950's and 1960's, this computer program has undergone numerous modifications and improvements, leading especially to the X-11-ARIMA software packages in 1975 and 1988 and X-12-ARIMA, the first beta version of which is dated 1998. While these software packages integrate, to varying degrees, parametric methods, and especially the ARIMA models popularized by Box and Jenkins, they remain in essence very close to the initial X-11 method, and it is this "core" that Seasonal Adjustment with the X-11 Method focuses on. With a Preface by Allan Young, the authors document the seasonal adjustment method implemented in the X-11 based software. It will be an important reference for government agencies, macroeconomists, and other serious users of economic data. After some historical notes, the authors outline the X-11 methodology. One chapter is devoted to the study of moving averages with an emphasis on those used by X-11. Readers will also find a complete example of seasonal adjustment, and have a detailed picture of all the calculations.".
- catalog alternative "X-11 Method".
- catalog contributor b12015635.
- catalog contributor b12015636.
- catalog created "2001.".
- catalog date "2001".
- catalog date "2001.".
- catalog dateCopyrighted "2001.".
- catalog description "Brief History of Seasonal Adjustment -- The Philosophy of the X-11-Method -- Moving Averages -- The Various Tables -- Modelling of the Easter Effect.".
- catalog description "Includes bibliographical references (p. [215]-220) and index.".
- catalog description "The most widely used statistical method in seasonal adjustment is without doubt that implemented in the X-11 Variant of the Census Method II Seasonal Adjustment Program. Developed at the US Bureau of the Census in the 1950's and 1960's, this computer program has undergone numerous modifications and improvements, leading especially to the X-11-ARIMA software packages in 1975 and 1988 and X-12-ARIMA, the first beta version of which is dated 1998. While these software packages integrate, to varying degrees, parametric methods, and especially the ARIMA models popularized by Box and Jenkins, they remain in essence very close to the initial X-11 method, and it is this "core" that Seasonal Adjustment with the X-11 Method focuses on. With a Preface by Allan Young, the authors document the seasonal adjustment method implemented in the X-11 based software. It will be an important reference for government agencies, macroeconomists, and other serious users of economic data. After some historical notes, the authors outline the X-11 methodology. One chapter is devoted to the study of moving averages with an emphasis on those used by X-11. Readers will also find a complete example of seasonal adjustment, and have a detailed picture of all the calculations.".
- catalog extent "xxii, 225 p. :".
- catalog identifier "0387951717 (pbk. : alk. paper)".
- catalog isPartOf "Lecture notes in statistics (Springer-Verlag) ; v. 158.".
- catalog isPartOf "Lecture notes in statistics ; 158".
- catalog issued "2001".
- catalog issued "2001.".
- catalog language "eng".
- catalog publisher "New York : Springer,".
- catalog subject "330/.01/5195 21".
- catalog subject "Economics Statistics.".
- catalog subject "HB137 .L33 2001".
- catalog subject "Mathematical statistics.".
- catalog subject "Seasonal variations (Economics) Statistical methods.".
- catalog subject "Statistics.".
- catalog tableOfContents "Brief History of Seasonal Adjustment -- The Philosophy of the X-11-Method -- Moving Averages -- The Various Tables -- Modelling of the Easter Effect.".
- catalog title "Seasonal adjustment with the X-11 Method / Dominique Ladiray, Benoît Quenneville.".
- catalog title "X-11 Method".
- catalog type "text".