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Resource Library
Seasonal Adjustment Working Papers
Seasonal Adjustment Working Papers
This page provides papers of interest to researchers and seasonal adjustment experts are available for downloading.
Working Paper
Comparing the Automatic ARIMA Model Selection Procedures
In this paper, we compare the two automatic modeling procedures.
Working Paper
Experiences with Indirect Seasonal Adjustment
From our experiences we describe what users should know before performing indirect seasonal adjustment.
Working Paper
Issues in Estimating Easter Regressors
This study seeks to provide guidance for practical concerns analysts have when including Easter regression effects in regARIMA models for economic time series.
Working Paper
Methods for Benchmarking Seasonally Adjusted Series to Annual Totals
For benchmarking, the U.S. Census Bureau uses an iterative, nonlinear method known as the Causey-Trager method.
Working Paper
Seasonal Heteroskedasticity in Census Bureau Construction Series
Seasonal heteroskedasticity exists in a number of monthly time series from major statistical agencies.
Working Paper
Some Consideration of Seasonal Adjustment Variances
We consider alternative definitions of seasonal adjustment variances for both model-based and X-11 type seasonal adjustments.
Working Paper
Statistical Properties of Signal Extraction Diagnostics
A model-based diagnostic for signal extraction was first described in Maravall (2003), and this basic idea was later modified and studied.
Working Paper
Some Recent Developments and Directions in Seasonal Adjustment
This article provides an overview of some recent areas of development in seasonal adjustment.
Working Paper
Modifications of SEATS' Diagnostic for Detecting
We consider two modifcations of SEATS' diagnostics for determining whether there is underestimation or overestimation.
Page Last Revised - October 28, 2021
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