X-ll Seasonal Adjustment Program Options

Abstract

X-11 and X-11-ARIMA programs are widely used in seasonal adjustment. One of the reasons for their success is the almost automatic application of the methods. The paper shows, however, that an appropriate use of the options available can improve considerably the performance of the programs. The effects and power of some options arc analyzed through the application of the X-ll-ARIMA program to a empirical series which presents strong both trend and seasonal structural change.