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Activity Number: 128
Type: Topic Contributed
Date/Time: Monday, August 3, 2009 : 8:30 AM to 10:20 AM
Sponsor: Business and Economic Statistics Section
Abstract - #303840
Title: Update on the Development of X-13A-S
Author(s): Brian C. Monsell*+
Companies: U.S. Census Bureau
Address: 4600 Silver Hill Road, Washington, DC, 20233,
Keywords: RegARIMA model ; stock holiday models ; spectral diagnostics ; model based signal extraction
Abstract:

This paper provides an update to Monsell (2007) to give details of new features found in the current prototype of X-13A-S, a seasonal adjustment program that allows the user to produce either an X-11 or SEATS seasonal adjustment. These features include expanded options for generating spectral diagnostics, improved model-based seasonal adjustment diagnostics, an AICC based test for length of month regressors, a new regressor for end-of-month stock Easter based on Findley(2009), a technique for specifying groupings for user defined holiday regressors, and a new regression testing procedure based on the chi-square statistic for determining if regression groups should in included in the regARIMA model.

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