Abstract Details
Activity Number:
|
324
|
Type:
|
Topic Contributed
|
Date/Time:
|
Tuesday, August 5, 2014 : 10:30 AM to 12:20 PM
|
Sponsor:
|
Business and Economic Statistics Section
|
Abstract #312133
|
|
Title:
|
Comparing ARIMA Model-Based and Census X-11 Seasonal Adjustment
|
Author(s):
|
William R. Bell*+
|
Companies:
|
U.S. Census Bureau
|
Keywords:
|
moving-average ;
linear filter ;
canonical seasonal adjustment ;
seasonality ;
forecasting
|
Abstract:
|
Methods of seasonal adjustment based on moving-average filters were developed starting in the 1920s, and more or less culminated in the Census X-11 method in 1965. In 1976, Cleveland and Tiao showed that seasonal adjustment filters obtained from time series component models could approximate those of X-11. This soon led to development of the canonical ARIMA model-based approach to seasonal adjustment (Hillmer and Tiao 1982), and later to additional research comparing X-11 and model-based seasonal adjustment filters. We will review these developments, including some recent work that provides further insights into differences between ARIMA model-based and X-11 seasonal adjustment.
|
Authors who are presenting talks have a * after their name.
Back to the full JSM 2014 program
|
2014 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Professional Development program, please contact the Education Department.
The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Copyright © American Statistical Association.