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Seasonal Adjustment of Labour Force Series During Recession and Non-recession Periods

Estela Bee DagumM. Morry

出版	Statistics Canada, Methodology Branch, Time Series Research and Analysis Division, 1985
URL	http://books.google.com.hk/books?id=oqOeswEACAAJ&hl=&source=gbs_api

註釋

This paper analyzes the revisions of eight seasonally adjusted labour force series during recession and non-recession periods. The four seasonal adjustment methods applied are X-11 and X-11-ARIMA using either concurrent or forecast seasonal factors. The series are seasonally adjusted with these four methodologies according to both a multiplicative and an additive decomposition model. The results indicate that the X-11-ARIMA concurrent adjustment yields the smallest revisions both during recession and non-recession periods regardless of the decomposition model used.