Empirical Comparison of Two Methods for Non-Gaussian Seasonal Adjustment, A Book of Plots
Andrew G. Bruce and Simon R. Juke
RR-92/13
ABSTRACT
This report consists of a "book" of diagnostic plots for each of 29 macroeconomic time series
from the U.S. Bureau of the Census. These plots serve as a basis for comparing two non-
Gaussian seasonal adjustment methods: X-12-ARIMA and GAUSUM-STM. This report is
intended as a "reference" for the study by [BJ92] which discusses and compares X-12-ARIMA and GAUSUM-STM.
