Seasonal Adjustment with the X-11 Method
Dominique Ladiray · Benoit Quenneville
Dec 2012 · Lecture Notes in Statistics Book 158 · Springer Science & Business Media
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About this ebook
The authors, Dominique Ladiray and Benoit Quenneville, provide a unique and comprehensive r~view of the X-11 Method of seasonal adjustment. They review the original X-11 Method developed at the US Bureau of the Census in the mid-1960's, the X-ll core of the X-ll-ARTMA Method developed at Statistics Canada in the 1970's, and the X-11 module in the X- 12-ARTMA Method developed more recently at the Bureau of the Census. The review will prove extremely useful to anyone working in the field of seasonal adjustment who wants to understand the X-11 Method and how it fits into the broader picture of seasonal adjustment. What the authors designate as the X-11 Method was originally desig nated the X-11 Variant of the Census Method IT Seasonal Adjustment Program. It was the culmination of the pioneering work undertaken at the Bureau of the Census by Julius Shiskin in the 1950's. Shiskin introduced the Census Method T Seasonal Adjustment Program in 1954 and soon followed it with the introduction of Method TT in 1957.
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