Title of article :
A different look at the Census X-11 filter
Author/Authors :
Carlos Lenz، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
A band-pass filter approximating the ideal seasonal filter proposed by Sims [Journal of the American Statistical Association 69 (1974) 618] is constructed and its properties are compared to those of the Census X-11 filter. This highlights some properties of the X-11 filter and shows that the proposed band-pass filter is simpler and more flexible
Keywords :
Census X-11 , Seasonal adjustment , Band-pass filtering
Journal title :
Economics Letters
Journal title :
Economics Letters
