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Background and Perspectives for ARIMA Model-Based Seasonal Adjustment
Background and Perspectives for ARIMA Model-Based Seasonal Adjustment
RRS2018-07
Abstract
Methodology and implementation details of ARIMA model-based seasonal adjustment are presented, with key features illustrated with the simplest formulas that provide concrete representations of the method devoloped by Tiao and Hillmer (1978) and Hillmer and Tiao (1982), with important implementation contributions by Burman (1980), Gómez and Maravall (1996) and others.
Page Last Revised - October 28, 2021
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