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Comparing Direct and Indirect Seasonal Adjustments of Aggregate Series
Comparing Direct and Indirect Seasonal Adjustments of Aggregate Series
Introduction
Different estimates of the seasonal effects in an economic time series can arise from different choices of the options in the seasonal adjustment software. Or, with an aggregate series, different estimates can also result from different choices of the level of aggregation at which seasonal adjustment is performed. One purpose of this paper is to illustrate some issues that arise in the seasonal adjustment of aggregate series. A second focus is to describe some useful ways of detecting adjustment inadequacies and assessing the quality of the adjustments.
Others in Series
Working Paper
A Set of Quality Control Statistics for the X-11-ARIMA
The X-11 Variant of the Census Method II Seasonal Adjustment Method contained a summary measures table denoted by F.2.
Working Paper
An Empirical Evaluation of the Performance of TRAMO/SEATS
TRAMO and SEATS are linked programs developed by Victor Gomez and Agustin Maravall to seasonally adjust time series.
Working Paper
Comparison of Time Series Characteristics for Seasonal Adjustments
This paper shows examples of why the diagnostics in X-12-SEATS are very useful.
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Page Last Revised - October 8, 2021
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