The X-11 program (Shiskin, Young, and Musgrave 1967) is widely used for seasonal adjustment of economic time series. One can view additive X-11 as a linear filtering operation produced by successive application of simple linear filters - seasonal and nonseasonal moving averages and Henderson trend moving averages. In the additive decomposition this view is exact except for modifications made to deal with extreme values. This same linear filter view applies to the log-additive decomposition of X-ll-ARIMA (Dagum 1983), except that it applies to the logarithms of the original time series. In the multiplicative decomposition the linear filter view differs from reality in that results obtained from applying a moving average at any stage are then divided into the series at hand, rather than subtracted from it, to produce results for the next stage (hence the name “ratio to moving average method”). Young (1968), however, assessed the differences between a linear approximation to and actual multiplicative X-11, and argued that the differences due to nonlinearities are generally unimportant. To this degree of approximation, therefore, the X-11 linear filters are also relevant to the multiplicative decomposition.