Comparing Mean Squared Errors of X-12-ARIMA and Canonical ARIMA Model-Based Seasonal Adjustments

doi:10.1201/b11823-14

Chapter

Comparing Mean Squared Errors of X-12-ARIMA and Canonical ARIMA Model-Based Seasonal Adjustments

ABSTRACT

The ﬁxed ﬁltering approach to seasonal adjustment, as implemented in the original Census X-11 program (Shiskin et al. 1967) and its successors, X-11-ARIMA (Dagum 1975) and X-12-ARIMA (Findley et al. 1998; U.S. Census Bureau 2009), has been widely used by government and industry.