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Seasonal Adjustment: School of Statistics, University of The Philippines
Seasonal Adjustment: School of Statistics, University of The Philippines
Two other available decompositions are the log additive and the
pseudo-additive decompositions, with the latter defined as,
yt = yttc x (yts + yti 1)
SCHOOL OF STATISTICS, UNIVERSITY OF THE PHILIPPINES
Decomposition Process
X11 and X12
b)
forecasting one year of unadjusted data at each end of the series from
ARIMA models that fit and project the original series well; and
c)
TRAMO-SEATS
TRAMO - Time Series Regression with ARIMA Noise,
Missing Observations, and Outliers
SEATS - Signal Extraction in ARIMA Time Series
TRAMO
SEATS
X12
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