Article View: sci.math.stat
Article #708Re: X11
From: Joe St Sauver
Date: Fri, 20 Nov 1992 01:43
Date: Fri, 20 Nov 1992 01:43
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In article <1992Nov19.112801.4975@isy.liu.se> pomat@math.liu.se (Pontus Matstoms) writes: > I'm looking for references concerning the X11 method for time series analysis. > What is the method used for and are there any known public domain implementations ? X-11 does seasonal adjustment of monthly or quarterly data, using a decomposition method based on separating seasonal patterns from trend, cyclical, trading day and irregular fluctuations. The canonical references for X-11 are: US Bureau of the Census (1967), X-11 Variant of the Census Method II Seasonal Adjustment Program, US Dept of Commerce, Tech Paper 15 (1967 revision), Washington DC: Gov't Printing Office. US Bureau of the Census (1969), X-11 Information for the User, US Dept of Commerce, Washington DC: Gov't Printing Office. SAS/ETS offers a nice implementation of the procedure. Regards, Joe St Sauver (joe@oregon.uoregon.edu) Assistant Director, Academic User Services
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arc1-ca.pugleaf.net!sparky!uunet!cs.utexas.edu!swrinde!zaphod.mps.ohio-state.edu!darwin.sura.net!sgiblab!cs.uoregon.edu!news.uoregon.edu!news.uoregon.edu!systemsReferences:
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Path: arc1-ca.pugleaf.net!sparky!uunet!cs.utexas.edu!swrinde!zaphod.mps.ohio-state.edu!darwin.sura.net!sgiblab!cs.uoregon.edu!news.uoregon.edu!news.uoregon.edu!systems From: joe@decoy.uoregon.edu (Joe St Sauver) Newsgroups: sci.math.stat Subject: Re: X11 Date: 20 Nov 1992 01:43:31 GMT Organization: University of Oregon Network Services Lines: 26 Message-ID: <1ehfs3INNri6@pith.uoregon.edu> References: <1992Nov19.112801.4975@isy.liu.se> NNTP-Posting-Host: decoy.uoregon.edu Keywords: X11, time series, seasonality