Seasonal Adjustment Using Structural Time Series Models
An Application and a Comparison With the Census X-11 Method
Bibliographic Data
| ID | 19418643 |
|---|---|
| Authors | F A G Den Butter (Free University), T J Mourik (De Nederlandsche Bank NV) |
| Year | 1990 |
| Volume | 8 |
| Issue | 4 |
| Pages | 385-394 |
| Publication date | 1990-10-01 |
| Peer Reviewed | Yes |
| Open Access | No |
| Type | ARTICLE |
| Venue | Journal of Business and Economic Statistics (JOURNAL) |
| Journal identifiers | ISSN: 0735-0015 • E-ISSN: 1537-2707 |
| Publisher | Informa UK Limited (PUBLISHER • GB) |
| DOI | 10.1080/07350015.1990.10509809 |
| OpenAlex | W2062360940 |
| Language | EN |
| References cited | 18 |
This article makes the method of seasonal adjustment operational using suitable structural time series models (STM). This so-called STM method is applied to several relevant Dutch macro- economic quarterly and monthly time series. The results are compared with those of the Census X-11 method using several formal criteria as yardsticks. The STM method proves to compete well with the Census X-11 method in this respect
Census · Econometrics · Macro · Population · Seasonal adjustment · Sociology · Statistics · Time series · Computer Science · Demography · Economics of Agriculture and Food Markets · Forecasting Techniques and Applications · Mathematics · Monetary Policy and Economic Impact · Geology
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Issues Involved With the Seasonal Adjustment of Economic Time Series
The Prediction of Time Series With Trends and Seasonalities
Issues Involved With the Seasonal Adjustment of Economic Time Series
Trends and Cycles in Macroeconomic Time Series
Forecasting Economic Time Series With Structural and Box-Jenkins Models
On Structural Time Series Models and the Characterization of Components
| Citation velocity | historical |
|---|---|
| Highly cited | No |