Abstract #300864

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JSM 2003 Abstract #300864
Activity Number: 123
Type: Contributed
Date/Time: Monday, August 4, 2003 : 10:30 AM to 12:20 PM
Sponsor: Business & Economics Statistics Section
Abstract - #300864
Title: A Study of the Comparative Performance of the State Space Model-Based Method and the X-12 Arima Method of Seasonal Adjustment
Author(s): Raj K. Jain*+
Companies: Bureau of Labor Statistics
Address: RM 3105, Washington, DC, 20212-0001,
Keywords: Kalman filter ; EM algorithm ; structural models
Abstract:

Several Bureau of Labor Statistics series, including Unemployment Level of Civilians and the Consumer Price Index of Women's Apparel, are seasonally adjusted using the State Space Model-Based (SSMB) method and the X-12 ARIMA method of seasonal adjustment.The two methods are then evaluated and compared with respect to the quality of seasonal adjustment obtained.

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