Seasonal Adjustment with the X-11 Method [electronic resource] /

The authors, Dominique Ladiray and Benoit Quenneville, provide a unique and comprehensive r~view of the X-11 Method of seasonal adjustment. They review the original X-11 Method developed at the US Bureau of the Census in the mid-1960's, the X-ll core of the X-ll-ARTMA Method developed at Statistics Canada in the 1970's, and the X-11 module in the X- 12-ARTMA Method developed more recently at the Bureau of the Census. The review will prove extremely useful to anyone working in the field of seasonal adjustment who wants to understand the X-11 Method and how it fits into the broader picture of seasonal adjustment. What the authors designate as the X-11 Method was originally desig­ nated the X-11 Variant of the Census Method IT Seasonal Adjustment Program. It was the culmination of the pioneering work undertaken at the Bureau of the Census by Julius Shiskin in the 1950's. Shiskin introduced the Census Method T Seasonal Adjustment Program in 1954 and soon followed it with the introduction of Method TT in 1957.

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Main Authors: Ladiray, Dominique. author., Quenneville, Benoît. author., SpringerLink (Online service)
Format: Texto biblioteca
Language:eng
Published: New York, NY : Springer New York : Imprint: Springer, 2001
Subjects:Mathematics., Computer software., Probabilities., Statistics., Econometrics., Mathematical Software., Probability Theory and Stochastic Processes., Statistical Theory and Methods., Statistics for Business/Economics/Mathematical Finance/Insurance.,
Online Access:http://dx.doi.org/10.1007/978-1-4613-0175-2
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spelling KOHA-OAI-TEST:1760302018-07-30T22:54:24ZSeasonal Adjustment with the X-11 Method [electronic resource] / Ladiray, Dominique. author. Quenneville, Benoît. author. SpringerLink (Online service) textNew York, NY : Springer New York : Imprint: Springer,2001.engThe authors, Dominique Ladiray and Benoit Quenneville, provide a unique and comprehensive r~view of the X-11 Method of seasonal adjustment. They review the original X-11 Method developed at the US Bureau of the Census in the mid-1960's, the X-ll core of the X-ll-ARTMA Method developed at Statistics Canada in the 1970's, and the X-11 module in the X- 12-ARTMA Method developed more recently at the Bureau of the Census. The review will prove extremely useful to anyone working in the field of seasonal adjustment who wants to understand the X-11 Method and how it fits into the broader picture of seasonal adjustment. What the authors designate as the X-11 Method was originally desig­ nated the X-11 Variant of the Census Method IT Seasonal Adjustment Program. It was the culmination of the pioneering work undertaken at the Bureau of the Census by Julius Shiskin in the 1950's. Shiskin introduced the Census Method T Seasonal Adjustment Program in 1954 and soon followed it with the introduction of Method TT in 1957.1 Brief History of Seasonal Adjustment -- 2 Outline of the X-11 Method -- 2.1 Components and Decomposition Models -- 2.2 Moving Averages -- 2.3 A Simple Seasonal Adjustment Algorithm -- 2.4 The Basic Algorithm of the X-11 Method -- 2.5 Extreme Observations and Calendar Effects -- 2.6 The Iterative Principle of X-11 -- 2.7 From Census X-11 to X-11-ARIMA and X-12-ARIMA -- 3 Moving Averages -- 3.1 Some Definitions and a Little Theory -- 3.2 The Symmetric Moving Averages Used in X-11 -- 3.3 Musgrave Asymmetric Moving Averages -- 3.4 The X-11 Moving Average Filter -- 4 The Various Tables -- 4.1 B: Preliminary Estimation of Extreme Values and Calendar Effects -- 4.2 C: Final Estimation of Extreme Values and Calendar Effects -- 4.3 D: Final Estimation of the Different Componentst -- 4.4 E: Components Modified for Large Extreme Values -- 4.5 F: Seasonal Adjustment Quality Measures -- 5 Modelling of the Easter Effect -- 5.1 The Easter Holiday -- 5.2 The X-11-ARIMA Models -- 5.3 The X-12-ARIMA Models -- References.The authors, Dominique Ladiray and Benoit Quenneville, provide a unique and comprehensive r~view of the X-11 Method of seasonal adjustment. They review the original X-11 Method developed at the US Bureau of the Census in the mid-1960's, the X-ll core of the X-ll-ARTMA Method developed at Statistics Canada in the 1970's, and the X-11 module in the X- 12-ARTMA Method developed more recently at the Bureau of the Census. The review will prove extremely useful to anyone working in the field of seasonal adjustment who wants to understand the X-11 Method and how it fits into the broader picture of seasonal adjustment. What the authors designate as the X-11 Method was originally desig­ nated the X-11 Variant of the Census Method IT Seasonal Adjustment Program. It was the culmination of the pioneering work undertaken at the Bureau of the Census by Julius Shiskin in the 1950's. Shiskin introduced the Census Method T Seasonal Adjustment Program in 1954 and soon followed it with the introduction of Method TT in 1957.Mathematics.Computer software.Probabilities.Statistics.Econometrics.Mathematics.Mathematical Software.Probability Theory and Stochastic Processes.Econometrics.Statistical Theory and Methods.Statistics for Business/Economics/Mathematical Finance/Insurance.Springer eBookshttp://dx.doi.org/10.1007/978-1-4613-0175-2URN:ISBN:9781461301752
institution COLPOS
collection Koha
country México
countrycode MX
component Bibliográfico
access En linea
En linea
databasecode cat-colpos
tag biblioteca
region America del Norte
libraryname Departamento de documentación y biblioteca de COLPOS
language eng
topic Mathematics.
Computer software.
Probabilities.
Statistics.
Econometrics.
Mathematics.
Mathematical Software.
Probability Theory and Stochastic Processes.
Econometrics.
Statistical Theory and Methods.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Mathematics.
Computer software.
Probabilities.
Statistics.
Econometrics.
Mathematics.
Mathematical Software.
Probability Theory and Stochastic Processes.
Econometrics.
Statistical Theory and Methods.
Statistics for Business/Economics/Mathematical Finance/Insurance.
spellingShingle Mathematics.
Computer software.
Probabilities.
Statistics.
Econometrics.
Mathematics.
Mathematical Software.
Probability Theory and Stochastic Processes.
Econometrics.
Statistical Theory and Methods.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Mathematics.
Computer software.
Probabilities.
Statistics.
Econometrics.
Mathematics.
Mathematical Software.
Probability Theory and Stochastic Processes.
Econometrics.
Statistical Theory and Methods.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Ladiray, Dominique. author.
Quenneville, Benoît. author.
SpringerLink (Online service)
Seasonal Adjustment with the X-11 Method [electronic resource] /
description The authors, Dominique Ladiray and Benoit Quenneville, provide a unique and comprehensive r~view of the X-11 Method of seasonal adjustment. They review the original X-11 Method developed at the US Bureau of the Census in the mid-1960's, the X-ll core of the X-ll-ARTMA Method developed at Statistics Canada in the 1970's, and the X-11 module in the X- 12-ARTMA Method developed more recently at the Bureau of the Census. The review will prove extremely useful to anyone working in the field of seasonal adjustment who wants to understand the X-11 Method and how it fits into the broader picture of seasonal adjustment. What the authors designate as the X-11 Method was originally desig­ nated the X-11 Variant of the Census Method IT Seasonal Adjustment Program. It was the culmination of the pioneering work undertaken at the Bureau of the Census by Julius Shiskin in the 1950's. Shiskin introduced the Census Method T Seasonal Adjustment Program in 1954 and soon followed it with the introduction of Method TT in 1957.
format Texto
topic_facet Mathematics.
Computer software.
Probabilities.
Statistics.
Econometrics.
Mathematics.
Mathematical Software.
Probability Theory and Stochastic Processes.
Econometrics.
Statistical Theory and Methods.
Statistics for Business/Economics/Mathematical Finance/Insurance.
author Ladiray, Dominique. author.
Quenneville, Benoît. author.
SpringerLink (Online service)
author_facet Ladiray, Dominique. author.
Quenneville, Benoît. author.
SpringerLink (Online service)
author_sort Ladiray, Dominique. author.
title Seasonal Adjustment with the X-11 Method [electronic resource] /
title_short Seasonal Adjustment with the X-11 Method [electronic resource] /
title_full Seasonal Adjustment with the X-11 Method [electronic resource] /
title_fullStr Seasonal Adjustment with the X-11 Method [electronic resource] /
title_full_unstemmed Seasonal Adjustment with the X-11 Method [electronic resource] /
title_sort seasonal adjustment with the x-11 method [electronic resource] /
publisher New York, NY : Springer New York : Imprint: Springer,
publishDate 2001
url http://dx.doi.org/10.1007/978-1-4613-0175-2
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