Thread View: sci.math.stat
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Started by Pontus Matstoms
Thu, 19 Nov 1992 11:28
X11
Author: Pontus Matstoms
Date: Thu, 19 Nov 1992 11:28
Date: Thu, 19 Nov 1992 11:28
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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 ? Thanks a lot -- Pontus Matstoms
Re: X11
Author: David Nichols
Date: Thu, 19 Nov 1992 22:10
Date: Thu, 19 Nov 1992 22:10
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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 ? I'm not really sure about references, but I know that one version of this method was developed by the people at Statistics Canada, and is implemented in X11-ARIMA in the TRENDS module of SPSS. This isn't public domain, but is available in many universities, etc. There is a short chapter with some introduction to the method in SPSS TRENDS manuals. -- David Nichols Senior Statistical Support Specialist SPSS, Inc. Phone: (312) 329-3684 Internet: nichols@spss.com Fax: (312) 329-3657 ******************************************************************************* Any correlation between my views and those of SPSS is strictly due to chance.
Re: X11
Author: 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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