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Resource Library
Time Series and Seasonal Adjustment Historical Papers
Time Series and Seasonal Adjustment Historical Papers
The following papers of historical interest to researchers and seasonal adjustment experts are available for downloading.
We are grateful to Dominque Ladiray (INSEE) and Benoit Quenneville (Statisics Canada) for graciously providing most of these PDF files, scanned from the original documents.
Disclaimer
The papers listed on this site are presented with the hope that their content may be of interest to the general statistical community. The views in these papers are those of the authors, and do not necessarily represent those of the Census Bureau.
Census Bureau Papers on the Development of X-11
Working Paper
A Set of End Weights to End All End Weights
Given a moving average used to calculate a seasonal factor curve on a trend-cycle curve.
Working Paper
Alternative Sets of Weights for Proposed X-11
The following tables contain the end weights computed by an "optimum" technique for the 4 seasonal factor moving averages proprosed for inclusion in X-11.
Working Paper
Estimating Trading-Day Variation in Monthly Economic Time Series
An important source of the month-to-month variation in many monthly economic time series is trading-day variation.
Working Paper
The X-11 Variant of the Census Method II Seasonal Adjustment Program
There are various and sundry methods for seasonally adjusting economic time series.
Selected Papers from Statistics Canada
Working Paper
An F Test for the Presence of Moving Seasonality
An analysis-of-variance F test for the presence of moving seasonality characterized by gradual changes.
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
The X-II-ARIMA seasonal adjustment method
The majority of seasonal adjustment methods so far developed are based on univariate time series models.
Working Paper
Foundations and User's Manual
In the decade of the eighties, several economic and institutional events affected the pattern of the time series components.
Selected Papers from "Seasonal Analysis of Economic Time Series" (1978)
Selected Papers from "Applied Time Series Analysis of Economic Data" (1983)
Page Last Revised - November 22, 2021
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