"On Some Characteristics and Problems of X-12-ARIMA Seasonal Adjustment Method"(in Japanese)
This memorandum summarizes the essential features of X-12-ARIMA Seasonal Adjustment Method developed by the Time Series Group of the U.S. CENSUS and explained by Findley et al. (1996). We shall mention several characteristics of X-12-ARIMA method and the related practical problems, which the statistical agencies in Japanese government should examine.