Time Series X-12-ARIMA Seasonal Adjustment - Principles and Methods

Author: People's Bank of China, Department of Survey and Statistics
Publisher:
Publish Date: 2006-10-01
Features: The X-12-ARIMA method was first proposed by Findley et al. from the U.S. Census Bureau around the 1990s and has now become a tool for in-depth processing and analysis of important time series. It is also widely used as a tool for handling the most common economic indicators in the United States and Canada. It has been recommended by the European statistical community and is widely used by many central banks, statistical departments, and other economic institutions both within and outside Europe, including the European Central Bank. The study of the principles of seasonal adjustment for time series X-12-ARIMA and the localization of its software in China were research projects of the People's Bank of China. This book is one of the results of the aforementioned research project.