Advanced search
Publication Cover
Journal of the American Statistical Association Volume 84, 1989 - Issue 405
Submit an article Journal homepage
37
Views
30
CrossRef citations to date
0
Altmetric
Application and Case Study

Sensitivity Analysis of Seasonal Adjustments: Empirical Case Studies

J. B. Carlin Department of Community Medicine, University of Melbourne, Carlton, Victoria, 3053, Australia
&
A. P. Dempster Department of Statistics, Harvard University, Cambridge, MA, 02138, USA
Pages 6-20 | Received 01 Dec 1987, Published online: 12 Mar 2012

References

  • Akaike , H. 1980 . “Seasonal Adjustment by a Bayesian Modeling,” . Journal of Time Series Analysis , 1 : 1 – 13 .
  • Bell , W. R. and Hillmer , S. C. 1983 . “Modeling Time Series With Calendar Variation,” . Journal of the American Statistical Association , 78 : 526 – 534 .
  • Bell , W. R. and Hillmer , S. C. 1984 . “Issues Involved With the Seasonal Adjustment of Economic Time Series” . Journal of Business & Economic Statistics , 2 : 291 – 349 . (with discussion)
  • Box , G. E. P. and Jenkins , G. M. 1976 . Time Series Analysis: Forecasting and Control, , rev. ed. , San Francisco : Holden-Day .
  • Burman , J. P. 1980 . “Seasonal Adjustment by Signal Extraction,” . Journal of the Royal Statistical Society , 143 : 321 – 337 . Ser. A
  • Carlin , J. B. 1987 . “Seasonal Analysis of Economic Time Series,” , Harvard University, Dept. of Statistics . unpublished Ph.D. thesis
  • Carlin , J. B. , Dempster , A. P. and Jonas , A. B. 1985 . “On Models and Methods for Bayesian Time Series Analysis,” . Journal of Econometrics , 30 : 67 – 90 .
  • Cox , D. R. 1984 . “Long-Range Dependence: A Review,” . In Statistics: An Appraisal , Edited by: David , H. A. and David , H. T. 55 – 74 . Ames : Iowa State University Press .
  • Geweke , J. and Porter-Hudak , S. 1983 . “The Estimation and Application of Long Memory Time Series Models,” . Journal of Time Series Analysis , 4 : 221 – 238 .
  • Hausman , J. A. and Watson , M. W. 1985 . “Errors in Variables and Seasonal Adjustment Procedures,” . Journal of the American Statistical Association , 80 : 531 – 540 .
  • Hillmer , S. C. 1985 . “Measures of Variability for Model-Based Seasonal Adjustment Procedures,” . Journal of Business & Economic Statistics , 3 : 60 – 68 .
  • Hillmer , S. C. and Tiao , G. C. 1982 . “An ARIMA-Model-Based Approach to Seasonal Adjustment,” . Journal of the American Statistical Association , 77 : 63 – 70 .
  • Jonas , A. B. 1983 . “Persistent Memory Random Processes,” , Harvard University, Dept. of Statistics . unpublished Ph.D. thesis
  • Kitagawa , G. and Gersch , W. 1984 . “A Smoothness Priors-State Space Modeling of Time Series With Trend and Seasonality,” . Journal of the American Statistical Association , 79 : 378 – 389 .
  • Kohn , R. and Ansley , C. F. 1987 . “Signal Extraction for Finite Non-stationary Time Series,” . Biometrika , 74 : 411 – 421 .
  • Mandelbrot , B. B. and Van Ness , J. W. 1968 . “Fractional Brownian Motions, Fractional Noises and Applications,” . SIAM Review , 10 : 422 – 437 .
  • Pierce , D. A. and McKenzie , S. K. 1987 . “On Concurrent Seasonal Adjustment,” . Journal of the American Statistical Association , 82 : 720 – 732 .
  • Shiskin , J. , Young , A. H. and Musgrave , J. C. 1967 . “The X-11 Variant of the Census Method II Seasonal Adjustment Program,” , Washington , DC : U.S. Department of Commerce, Bureau of the Census . Technical Report 15

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.