Seasonal Adjustment Using Structural Time Series Models: An Application and Comparison with the Census X-11 Method.

This article makes the method of seasonal adjustment operational using suitable structural time series models (STM). This so-called STM method is applied to several relevant Dutch macroeconomic quarterly and monthly time series. The results are compared with those of the Census X-11 method using several formal criteria as yardsticks. The STM method proves to compete well with the Census X-11 method in this respect.

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Year of publication:	1990
Authors:	Butter, F A G den ; Mourik, T J
Published in:	Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 8.1990, 4, p. 385-94
Publisher:	American Statistical Association

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005732646