Many analysts at the Census Bureau have experimented with X-ll-ARIMA, and have found that the results of running X-ll-ARIMA without the ARIMA forecasting option are not the same as the results given by X-11. An example of this is given in Appendices A.1 and A.2 of this document. The series FTDXULAR, exports to Latin America, is taken from Sandra McKenzie's concurrent adjustment paper. This series was seasonally adjusted with X-11 and X-ll-ARIMA (without the ARIMA forecasting), using identical selections for seasonal filter lengths, trading day regression, and other options. Appendix A.1 shows the seasonal factors taken from the X-11 printout (listed above) and the X-ll-ARIMA printout (listed below). Individual X-ll-ARIMA factors which differ from X-11 factors (when rounded to the same degree of precision as the X-11 factors) are circled. Although the differences between these factors are often small, we find large discrepancies for the months of September and October, with the projected seasonal factor for both months differing by almost two full points. This difference is also apparent in the graphs of the seasonal factors by month, shown in Appendix A.2.