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http://dx.doi.org/10.5351/KJAS.2014.27.1.133

A Comparison Study of Seasonal Adjusted Series using the X-13ARIMA-SEATS  

Lee, Geung-Hee (Department of Information Statistics, Korea National Open University)
Lee, Hyeyoung (Economic Statistics Department, The Bank of Korea)
Publication Information
The Korean Journal of Applied Statistics / v.27, no.1, 2014 , pp. 133-146 More about this Journal
Abstract
The United States Census Bureau released a new version of X-13ARIMA-SEATS that integrates X-12-ARIMA with TRAMO-SEATS. This paper compares a seasonal adjusted series from X-13ARIMA-SEATS and those from X-12-ARIMA. An X11 filter and SEATS filter were used for the X-13ARIMA-SEATS. The result of the comparison suggests that seasonal adjusted series using X-13ARIMA-SEATS with the X11 filter are similar to those of X-12-ARIMA.
Keywords
X-13ARIMA-SEATS; X-12-ARIMA; TRAMO-SEATS; Q statistics; Sliding-Span analysis; Revision-History analysis;
Citations & Related Records
Times Cited By KSCI : 1  (Citation Analysis)
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