Demonstrates a detailed algorithm for seasonal adjustment in statistics, suggesting practical replication for practitioners.
The X-11 family of programs in official statistics consists of non-parametric seasonal adjustment methods that smooth the original series using sequentially applied linear filters, adding and removing one observation at a time. This paper provides a detailed description of the algorithm used in the additive decomposition model for the central observations of the series, particularly when a down-weighting procedure is applied to the irregular component. The main contribution of this work is the derivation of the cascade filters for the three types of decompositions available in X-13ARIMA-SEATS, along with a detailed algorithm that enables practitioners to accurately replicate its implementation.
No takes yet. Share an insight, caveat, or question.
Beritich et al. (2026) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: