This monograph, the first devoted to the interrelated topics of its title, is a distillation of its authors’ unrivaled two decades and more of research and practical experience at Statistics Canada in the topic areas.

To provide motivation and context, we quote from the Forward. After stressing the importance of official economic statistics to governments at all geographic levels, school boards, central banks, businesses, industries and economic analysts, the authors write, “A common misconception is that time series data originate from the direct and straight forward compilations of survey data, censuses and administrative records. On the contrary, before publication time series are subject to statistical adjustments intended to facilitate analysis, increase efficiency, reduce bias, replace missing values, correct errors, and satisfy cross sectional additivity constraints”.

Others in Series

Working Paper

Issues in Identifying Easter Effects in Economic Time Series

2006

This paper shows that analysis of X-11 extreme values and regARIMA outliers can contribute to better Easter effect decisions.

Working Paper

Issues in Modeling & Adjusting Effects in Economic Time Series

2007

The effectiveness of alternate models for estimating trading day and moving holiday effects in economic time series are examined.

Working Paper

Update on the Development of X-13ARIMA-SEATS

2009

This paper provides an update to Monsell (2007) to give details of new features found in the current prototype of X-13ARIMA-SEATS.

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Related Information

Time Series and Seasonal Adjustment Working Papers

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