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All (4)

All (4) ((4 results))

  • 1. Seasonal adjustment of short series Archived
    Articles and reports: 11-522-X20030017693
    Description:

    This paper evaluates changes in the quality performances of two different and widely used programs for seasonal adjustment, X-12-Regarima and Tramo-Seats, when the length of time series is progressively reduced.

    Release date: 2005-01-26
  • 2. Some properties of the seasonal adjustment diagnostics in X-12-ARIMA Archived
    Articles and reports: 11-522-X20030017694
    Description:

    This paper evaluates the performance of diagnostics for seasonal adjustment as they relate to the performance of X-12-ARIMA and SEATS on a large sample of real and simulated economic time series.

    Release date: 2005-01-26
  • 3. Adjustment of seasonally adjusted series to annual totals Archived
    Articles and reports: 11-522-X20030017695
    Description:

    This paper proposes methods to correct a seasonally adjusted series so that its annual totals match those of the raw series. The methods are illustrated with a seasonally adjusted series obtained with either X-11-ARIMA or X-12-ARIMA.

    Release date: 2005-01-26
  • 4. Reporting on the quality of seasonal adjustment process at the Statistical Office for the European Commission Archived
    Articles and reports: 11-522-X20030017707
    Description:

    The paper discusses the structure and the quality measures Eurostat uses to provide European Union and EU-Zone with economic seasonally adjusted series.

    Release date: 2005-01-26
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Analysis (4)

Analysis (4) ((4 results))

  • 1. Seasonal adjustment of short series Archived
    Articles and reports: 11-522-X20030017693
    Description:

    This paper evaluates changes in the quality performances of two different and widely used programs for seasonal adjustment, X-12-Regarima and Tramo-Seats, when the length of time series is progressively reduced.

    Release date: 2005-01-26
  • 2. Some properties of the seasonal adjustment diagnostics in X-12-ARIMA Archived
    Articles and reports: 11-522-X20030017694
    Description:

    This paper evaluates the performance of diagnostics for seasonal adjustment as they relate to the performance of X-12-ARIMA and SEATS on a large sample of real and simulated economic time series.

    Release date: 2005-01-26
  • 3. Adjustment of seasonally adjusted series to annual totals Archived
    Articles and reports: 11-522-X20030017695
    Description:

    This paper proposes methods to correct a seasonally adjusted series so that its annual totals match those of the raw series. The methods are illustrated with a seasonally adjusted series obtained with either X-11-ARIMA or X-12-ARIMA.

    Release date: 2005-01-26
  • 4. Reporting on the quality of seasonal adjustment process at the Statistical Office for the European Commission Archived
    Articles and reports: 11-522-X20030017707
    Description:

    The paper discusses the structure and the quality measures Eurostat uses to provide European Union and EU-Zone with economic seasonally adjusted series.

    Release date: 2005-01-26
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