Census X-12-ARIMA ( A uto r egressive I ntegrated M oving A verage) is a from the US Bureau of the Census developed method for seasonal adjustment of statistically collected time series. Moving averages are used as basic instruments for estimating the most important components in economic time series, ie of trend, business cycle and seasonal components. Before estimating these components, ARIMA modeling of the time series can be carried out to estimate calendar influences, outliers or to reduce revisions of analysis results .
On its website, the Bureau of the Census offers documentation as well as programs for Windows and Unix computers for download.
As this is an internationally recognized procedure, it is used in Germany by the Federal Statistical Office for the creation of internationally comparable indices, such as B. used in the production index. At the Swiss Federal Statistical Office , it has replaced the Berlin method , which was still used in parallel, for publications in March 2002 .
- X-12-ARIMA Reference Manual. (pdf) US Census Bureau, February 28, 2011(English, official documentation of the procedure).
- ↑ Federal Statistical Office Germany: The time series analysis. (PDF) an indispensable part of the current economic monitoring. September 19, 2007, accessed January 11, 2013 .