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SEASONAL ADJUSTMENT PROGRAMS

Statistics Directorate    
Definition:
Seasonal adjustment is normally done using off-the- shelf programs—most commonly worldwide by one of the programs in the X-11 family. Other programs in common use include the TRAMO-SEATS package developed by Bank of Spain and promoted by Eurostat and the German BV4 program.

The original X-11 program was developed in the 1960s by the U.S. Bureau of the Census. It has subsequently been updated and improved through the development of X-11-ARIMA by Statistics Canada and X-12-ARIMA by the U.S. Bureau of the Census, which was released in the second half of the 1990s.

The core of X-11-ARIMA and X-12-ARIMA is the same basic filtering procedure as in the original X-11.

Source Publication:
Quarterly National Accounts Manual – Concepts, Data Sources and Compilation, IMF, 2001, para. 8.13.

Cross References:
Seasonal adjustment
Trend estimates

Hyperlink:
http://www.imf.org/external/pubs/ft/qna/2000/Textbook/ch8.pdf

Statistical Theme: Methodological information (metadata)

Created on Tuesday, September 25, 2001

Last updated on Thursday, March 13, 2003