Publication Seasonal adjustment of short-term statistics using X-12-ARIMA and X13 in JDemetra+

The results of economic time series – for instance monthly data on turnover in industry or quarterly gross domestic product figures – are affected by annually recurring seasonal effects and calendar variations. This makes an assessment of current development more difficult. Such effects can be eliminated using statistical methods of seasonal adjustment in order to permit a better assessment of current trends. This article describes the use of the seasonal adjustment methods X-12-ARIMA and X13 in JDemetra+ for purposes of seasonal adjustment of the short-term statistics of the Federal Statistical Office.

Authors: Dr. Stefan Linz, Dr. Claudia Fries, Julia Völker

Article published in "WISTA – Scientific Journal", 4-2018