An official website of the United States government
Here’s how you know
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
Secure .gov websites use HTTPS
A lock (
) or https:// means you’ve safely connected to the .gov website. Share sensitive information only on official, secure websites.
For benchmarking monthly and quarterly series to annual series and to the Economic Census every five years, the U.S. Census Bureau uses an iterative, nonlinear method known as the Causey-Trager method. However, the Census Bureau's X-12-ARIMA seasonal adjustment program uses a modified Denton procedure to benchmark the seasonally adjusted series to the annual totals of the unadjusted series. Some users have requested a different benchmark method in X-12-ARIMA.
Statistics Canada has proposed several different benchmark methods, including a regression procedure, to replace the method for benchmarking in X-12-ARIMA. Using a sample of U.S. time series, this paper investigates the properties of the benchmarks from the current procedure in X-12-ARIMA, the new methods proposed by Statistics Canada, and the Causey-Trager method for benchmarking the seasonally adjusted series to the annual totals of the raw data. The objective of this study is twofold:
Share
Related Information
Some content on this site is available in several different electronic formats. Some of the files may require a plug-in or additional software to view.
Top