References
- Bell, W.R. 1984. “Signal Extraction for Nonstationary Time Series.” Annals of Statistics 12: 646-664. Available at: http://www.jstor.org/stable/2241400 (accessed January 24, 2017).10.1214/aos/1176346512
- Bell, W.R. 1987. “A Note on Overdifferencing and the Equivalence of Seasonal Time Series Models With Monthly Means and Models With (0, 1, 1)12 Seasonal Parts When Q ¼ 1.” Journal of Business and Economic Statistics 5: 383-387. Doi: http://dx.doi.org/10.1080/07350015.1987.10509602.10.1080/07350015.1987.10509602
- Bell, W.R. 2004. “On RegComponent Time Series Models and Their Applications.” In State Space and Unobserved Component Models: Theory and Applications, edited by A.C. Harvey, S.J. Koopman, and N. Shephard. 248-283. Cambridge, UK: Cambridge University Press.10.1017/CBO9780511617010.013
- Bell, W.R. 2010. Unit Root Properties of Seasonal Adjustment and Related Filters (revised 8/30/2011). Research Report RRS2010-08. Center for Statistical Research and Methodology, U.S. Census Bureau. Available at: https://www.census.gov/srd/papers/pdf/rrs2010-08.pdf (accessed September 2016).
- Bell, W.R. 2012. “Unit Root Properties of Seasonal Adjustment and Related Filters.” Journal of Official Statistics 28: 441-461. Available at: http://www.jos.nu/Articles/abstract.asp?article¼283441 (accessed January 24, 2017).
- Bell, W.R. 2015. Unit Root Properties of Seasonal Adjustment and Related Filters: Special Cases. Research Report RRS2015-03. Center for Statistical Research and Methodology, U.S. Census Bureau. Available at: https://www.census.gov/srd/papers/pdf/RRS2015-03.pdf (accessed September 2016).
- Bell, W.R. and M.G. Pugh. 1990. “Alternative Approaches to the Analysis of Time Series Components.” In Analysis of Data in Time, Proceedings of the 1989 International Symposium, edited by A.C. Singh and P. Whitridge. 105-116. Ottawa, Ontario: Statistics Canada.
- Box, G.E.P. and G.M. Jenkins. 1970. Time Series Analysis: Forecasting and Control. San Francisco: Holden Day.
- Burman, J.P. 1980. “Seasonal Adjustment by Signal Extraction.” Journal of the Royal Statistical Society Series A 143: 321-337. Doi: http://dx.doi.org/10.2307/2982132.10.2307/2982132
- Durbin, J. and S.J. Koopman. 2001. Time Series Analysis by State Space Methods. Oxford: Oxford University Press.
- Findley, D.F., D.P. Lytras, and A. Maravall. 2015. Illuminating Model-Based Seasonal Adjustment with the First Order Seasonal Autoregressive and Airline Models. Research Report RRS2015-02. Center for Statistical Research and Methodology, U.S. Census Bureau. Available at: http://www.census.gov/srd/papers/pdf/RRS2015-02.pdf (accessed September 2016).
- Findley, D.F. and D.E. Martin. 2006. “Frequency Domain Analyses of SEATS and X-11/12-ARIMA Seasonal Adjustment Filters for Short and Moderate-Length Time Series.” Journal of Official Statistics 22: 1-34. Available at: http://www.jos.nu/Articles/abstract.asp?article=221001 (accessed January 2017).
- Gomez, V. and A. Maravall. 1996. Programs TRAMO and SEATS: Instructions for the User (Beta Version: September 1996). Madrid, Spain: Banco de Espan˜ a. Available at: http://www.bde.es/f/webbde/SES/Secciones/Publicaciones/PublicacionesSeriadas/DocumentosTrabajo/96/Fich/dt9628e.pdf (accessed September 2016).
- Harvey, A.C. 1981. “Finite Sample Prediction and Overdifferencing.” Journal of Time Series Analysis 2: 221-232. Doi: http://dx.doi.org/10.1111/j.1467-9892.1981.tb00323.x. 10.1111/j.1467-9892.1981.tb00323.x
- Harvey, A.C. 1989. Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge, UK: Cambridge University Press.10.1017/CBO9781107049994
- Hillmer, S.C. and G.C. Tiao. 1982. “An ARIMA-Model-Based Approach to Seasonal Adjustment.” Journal of the American Statistical Association 77: 63-70.10.1080/01621459.1982.10477767
- Kenny, P. and J. Durbin. 1982. “Local Trend Estimation and Seasonal Adjustment of Economic and Social Time Series.” Journal of the Royal Statistical Society Series A 145: 1-28. Doi: http://dx.doi.org/10.2307/2981420.10.2307/2981420
- Kitagawa, G. and W. Gersch. 1984. “A Smoothness Priors-State Space Modeling of Time Series With Trend and Seasonality.” Journal of the American Statistical Association 79: 378-389. Doi: http://dx.doi.org/10.1080/01621459.1984.10478060.10.1080/01621459.1984.10478060
- Monsell, B.C. 2007. “The X-13A-S Seasonal Adjustment Program.” In Proceedings of the 2007 Federal Committee On Statistical Methodology Research Conference. November 5-7, 2007. Available at: https://fcsm.sites.usa.gov/files/2014/05/2007FCSM_Monsell-II-B.pdf (accessed September 2016).
- Shephard, N. 1993. “Maximum Likelihood Estimation of Regression Models with Stochastic Trend Components.” Journal of the American Statistical Association 88: 590-595. 10.1080/01621459.1993.10476311