Seasonal Adjustment Using Structural Time Series Models: An Application and a Comparison With the Census X-11 Method
使用结构时间序列模型进行季节调整:应用及与 Census X-11 方法的比较
This article makes the method of seasonal adjustment operational using suitable structural time series models (STM). This so-called STM method is applied to several relevant Dutch macro- economic quarterly and monthly time series. The results are compared with those of the Census X-11 method using several formal criteria as yardsticks. The STM method proves to compete well with the Census X-11 method in this respect.