The following papers of historical interest to researchers and
seasonal adjustment experts are available for downloading.
We are grateful to Dominque Ladiray (INSEE) and Benoit Quenneville (Statisics Canada) for graciously providing most of these PDF files, scanned from the original documents.
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- A Set of End Weights to End All End Weights,
by John Musgrave (1964)
- Alternate Sets of End Weights for Proposed X-11 Seasonal Factor Curve Moving Averages,
by John Musgrave (1964)
- Estimating Trading Day Variation in Monthly Economic Time Series (Technical Paper 12),
by Allan Young (1965)
- The X-11 Variant of the Census Method II Seasonal Adjustment Program (Technical Paper 15),
by Julius Shiskin, Allan Young, and John Musgrave (1967)
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- F-test for the Presence of Moving Seasonality,
by John Higginson (1975)
- A Set of Quality Control Statistics for X-11-ARIMA,
by Jack Lothian and Marietta Morry
(1978)
- The X-11-ARIMA seasonal adjustment method,
by Estella Bee Dagum (1980)
- X11ARIMA version 2000 : Foundations and User's Manual,
by Estella Bee Dagum and the Time Series Research and Analysis Centre of
Statistics Canada
(1999)
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- Contents of Proceedings Volume
- Seasonal Adjustment of Sensitive Indicators,
by Julius Shiskin
- Seasonality: Causation, Interpretation, and Implications,
by Clive W. J. Granger
- A Survey and Comparative Analysis of Various Methods of Seasonal Adjustment,
by John Kuiper
- The Analysis of Single and Related Time Series into Components: Proposals for Improving X-11,
by Raphael Raymond V. BarOn
- Seasonal Adjustment When the Seasonal Component Behaves Neither Purely Multiplicatively nor Purely Additively,
by J. Durbin and P. B. Kenny
- SABL: A Resistant Seasonal Adjustment Procedure With Graphical Methods for Interpretation and Diagnosis,
by William S. Cleveland, Douglas M. Dunn, and Irma J. Terpenning
- Seasonal Adjustment When Both Deterministic and Stochastic Seasonality Are Present,
by David A. Pierce
- Estimating Structural Models of Seasonality,
by Robert F. Engle
- Analysis and Modeling of Seasonal Time Series,
by George E. P. Box, Steven Hillmer, and George C. Tiao
- Seasonal Adjustment and Multiple Time Series Analysis,
by Kenneth F. Wallis
- A Time Series Analysis of Seasonality in Econometric Models,
by Charles I. Plosser
- The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series,
by John Geweke
- Some Consequences of Temporal Aggregation in Seasonal Time Series Models,
by William W. S. Wei
- Retrospect and Prospect, by
Arnold Zellner
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- Contents of Proceedings Volume
- Models for X-11 and X-11 Forecast Procedures for Preliminary and Revised Seasonal Adjustments,
by Kenneth F. Wallis
- Comparative Study of the X-11 and BAYSEA Procedures of Seasonal Adjustment,
by Hirotugu Akaike and Makio Ishiguro
- Modeling Time Series When Calendar Effects Are Present,
by William P. Cleveland and Michael R. Grupe
- Modeling Considerations in the Seasonal Adjustment of Economic Time Series,
by Steven C. Hillmer, William R. Bell, George C. Tiao
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