Model-Based Seasonal Adjustment Diagnostics

نویسنده

  • Tucker McElroy
چکیده

Several model-based seasonal adjustment diagnostics are currently being incorporated into X-13-ARIMASEATS, a new hybrid seasonal adjustment program under development at the U.S. Census Bureau. These diagnostics have been implemented in the Ox programming language, and this paper discusses various aspects of the implementation. The diagnostics are normalized quadratic forms in the data, and roughly correspond to intraand inter-component variation. Disclaimer This report is released to inform interested parties of research and to encourage discussion. The views expressed on statistical issues are those of the author and not necessarily those of the U.S. Census Bureau.

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تاریخ انتشار 2005