Seasonal adjustment with the X-11 method
By D. Ladiray, B. Quenneville. 2001
176 citations recorded by the source corpus.
Subfields: Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/d58c5ad1f7dc1c99af32808bf96eae13fba502bc
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In Management Science and Operations Research
- Fotios Petropoulos
- Rob J Hyndman
- Konstantinos Nikolopoulos
- Nikolaos Kourentzes
- Vassilios Assimakopoulos
- Spyros Makridakis
- Evangelos Spiliotis
- Christoph Bergmeir
Citations in the corpus
- Frequency Domain Analyses of SEATS and X-11/12-ARIMA Seasonal Adjustment Filters for Short and Moderate-Length Time Series (2006, methodology): “…obtained the filter coefficients of (1.1) of SEATS and X-11/12-ARIMA by the usual impulse response method (see p. 204 of Bloomfield 2000 or p. 49 of Ladiray and Quenneville 2001), which finds the matrix representation of a linear transformation by applying the transformation to input sequences…”
- Forecasting: theory and practice (2020, methodology): “Classical decomposition led to a series of more complex decomposition methods such as X-11 (Shishkin et al., 1967), X-11-ARIMA (Dagum, 1988; Ladiray and Quenneville, 2001), X-12-ARIMA (Findley et al., 1998), and X-13-ARIMA-SEATS (Findley, 2005).”
- Oil Price Shocks and Their Short- and Long-Term Effects on the Chinese Economy (2010, unknown): “…Additive: ; tttt ISTCY ++= • Pseudo-additive: ; )1( −+= tttt ISTCY • Log-additive: . tttt ISTCY lnlnlnln ++= 1 See Findley et al. (1998) and Ladiray and Quenneville (2001) for more detailed discussion on Census X-12…”
- Analysis of photovoltaic system performance time series: Seasonality and performance loss (2015, methodology): “Finally, the addition of regARIMA to X-11ARIMA formed the X-12-ARIMA method, which enabled the identification of various outliers in the data and removal of their influence before seasonal adjustment, thereby adding another layer of certainty on the extracted seasonal component and estimated perform”