Time Series Seasonal Adjustment Method

Authors

  • Adela Sasu Transilvania University of Brasov, Romania

Keywords:

time series, seasonal adjustment, X-12 ARIMA

Abstract

This paper presents a method for the seasonal adjustment of time series, denoting X-12 ARIMA, developed by the U.S. Bureau of the Census, which is commonly used by many institutions. It is one of the most recent methods that use moving average filters.

Author Biography

Adela Sasu, Transilvania University of Brasov, Romania

Mathematical Analysis and Probabilities Dept.

Published

2008-06-23

Issue

Vol. 14(49) (2007)

Section

MATHEMATICS, INFORMATICS