Reading resources

References

Here are some references to relevant seasonal adjustment reading material. This is currently under development so it will be continue to be updated. If you see any important papers missing just let us know. Links included where a free download version exists.

Reference PDF
Australian Bureau of Statistics (1987). A Guide to Smoothing Time Series - Estimates of ``Trend''. Australian Bureau of Statistics, cat. 1316.0, Canberra, Australia.
Australian Bureau of Statistics (1993). A Guide to Interpreting Time Series Monitoring ``Trend'' - an Overview. Australian Bureau of Statistics, cat. 1348.0, Canberra, Australia.
Australian Bureau of Statistics (2003). Information Paper: A Guide to Interpreting Time Series - Monitoring Trends. Australian Bureau of Statistics, cat. 1349.0, Canberra, Australia. External link
Dagum, E. B. and Luati, A. (2002), Smoothing Seasonally Adjusted Time Series, American Statistical Association, Proceedings of the Joint Statistical Meetings, p665- 670
Doherty, M. (2001) The Surrogate Henderson Filters in X11, Australia & New Zealand Journal of Statistics, Vol 43, No. 4, 385-392 External link
Gray, A. and Thomson, P. (1996). Design of moving-average trend filters using fidelity and smoothness criteria in Vol 2: Time Series Analysis in Memory of E.J. Hannan. ed. P. Robinson and M. Rosenblatt. Springer Lecture Notes in Statistics 115, 205-219.
Gray, A. and Thomson, P. (1996). Design of moving-average trend filters using fidelity, smoothness and minimum revisions criteria, Bureau of the Census, RR96/01 External link
Gray, A. and Thomson, P. (1996). On a family of moving-average trend filters for the ends of series. Proceedings of the American Statistical Association, Section on Survey Research Methods, 1996.
Henderson, R. (1916). Note on Graduation by Adjusted Average. Transactions of the American Society of Actuaries, 17, 43-48.
Kenny, P.B., and Durbin, J. (1982). Local Trend Estimation and Seasonal Adjustment of Economic and Social Time Series. Journal of the Royal Statistical Society, Series A, 145, 1-41.
Ladiray, D. and Quenneville, B. (2001). Seasonal Adjustment with the X-11 method, New York: Springer Verlan, Lecture notes in statistics, 158.
Laniel, N. (1985). Design criteria for 13 term Henderson end-weights. Technical Report Working paper TSRA-86-011, Statistics Canada, Ottawa K1A 0T6.
McLaren, C.H. (1999). "Designing Rotation Patterns and Filters for Trend Estimation in Repeated Surveys" Unpublished PhD Thesis, School of Mathematics and Applied Statistics, University of Wollongong, Australia.
McLaren, C.H. and Steel, D.G. (2001). "Rotation patterns and trend estimation for repeated surveys using rotation group estimates", Statistica Neerlandica, Vol. 55, no. 2, pages 221-238.
Shiskin, J., Young, A.H., and Musgrave, J.C. (1967). The X-11 Variant of the Census Method II Seasonal Adjustment Program. Technical Paper 15, Bureau of the Census, U.S. Department of Commerce, Washington, D.C. External link