In Defence of Model-Based Seasonal Adjustment: An Illustration Using Australian Data

It is argued that the X-11 seasonal adjustment procedure suffers from severe drawbacks, and so it should be abandoned in favour of model-based seasonal adjustment. Furthermore, it is argued that Harvey's structural time series model is superior to the conventional seasonal ARIMA models for the...

Full description

Saved in:
Bibliographic details
Volume: 39
Main Author: Moosa, Imad A
Lenten, Liam John Anthony
Format: Journal Article
Language: English
Place of publication: Wiley Blackwell 2000
published in: Australian Economic Papers Vol. 39; no. 3; pp. 372 - 92
Data of publication: 2000
Series: Australian Economic Papers
Online Access: available in Bonn?
Database: RePEc IDEAS
RePEc
Database information Databases - DBIS