使用人口普查X-11进行并发季节调整

Concurrent Seasonal Adjustment With Census X-11

Journal of Business & Economic Statistics · 1984
被引 13
人大 AABS 4

中文导读

评估了将X-11并发调整方法应用于美国人口普查局经济时间序列的效果,通过比较与历史估计的平均绝对偏差,发现并发调整结果总体良好。

Abstract

Much investigative effort is being expended worldwide toward improving seasonally adjusted estimates from the Census X-11 program. Several recent investigations have resulted in a recommendation to obtain the most recent month's adjustment by applying X-11 to data through that month (concurrent adjustment), rather than relying on projected factors obtained from an earlier run. Although there are theoretical arguments supporting the applicaton of X-11 concurrently, a comprehensive study documenting the results of concurrent adjustment with X-11 on U.S. economic series has not previously been undertaken. This study evaluates the effect of applying X-11 concurrently to a set of selected Census Bureau economic time series. The accuracy of concurrent estimates, in terms of mean absolute deviations from historical estimates, is examined. The results obtained are generally favorable to concurrent adjustment.

Census X-11季节调整同期调整经济时间序列