A Method for Seasonally Adjusting Time Series With Variation in the Seasonal Amplitude
针对荷兰失业率序列官方调整结果存在残余季节模式的问题,提出结合CENSUS X-11和CPB-1两种方法的CPBX11新方法,并对比三种方法在建筑业失业率和活产数序列上的表现,发现CPBX11更优。
The official seasonally adjusted figures of the unemployment series in the Netherlands proved to be unsatisfactory in the years 1976 until 1980 because of the occurrence of a residual seasonal pattern in the adjusted series. There is indication that this failure is due to the presence of variations in the seasonal amplitude of the unemployment series. To improve this unsatisfactory state of affairs further research on methods of seasonal adjustment was undertaken at the Netherlands Central Bureau of Statistics. The outcome, method CPBX11, combines features of two methods that have been used officially, CENSUS X-11 and CPB-1. Since December 1980 the Netherlands Central Bureau of Statistics has used CPBX11 to compute seasonally adjusted labor market series. In this article we review in short the literature on seasonal adjustment and compare the performance of the three procedures referred to above in adjusting the series Unemployment in Construction and Live Births (per 1,000 of the mean population) for the Netherlands. The CPBX11 method yields more satisfactory results, especially for the first series.