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X-12-ARIMA : ウィキペディア英語版
X-12-ARIMA

X-12-ARIMA was the U.S. Census Bureau's software package for seasonal adjustment.
X-12-ARIMA can be used together with many statistical packages, such as Gretl or EViews which provides a graphical user interface for X-12-ARIMA, and NumXL which avails X-12-ARIMA functionality in Microsoft Excel.
Notable statistical agencies presently using X-12-ARIMA for seasonal adjustment include Statistics Canada〔http://www.statcan.gc.ca/pub/12-539-x/2009001/seasonal-saisonnal-eng.htm〕 and the U.S. Bureau of Labor Statistics.〔http://www.bls.gov/cpi/cpisahoma.htm〕
X-12-ARIMA was the successor to X-11-ARIMA; the current version is X-13ARIMA-SEATS.〔http://www.census.gov/srd/www/x13as/〕
Both X-12-ARIMA and X-13-ARIMA-SEATS's source code can be found on the Census Bureau's website.〔http://www.census.gov/srd/www/x12a/x12downv03_unix.html〕〔http://www.census.gov/srd/www/x13as/x13down_unix.html〕
==See also==

*ARIMA
*CSPro
*Seasonality
*NumXL
*U.S. Census Bureau

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「X-12-ARIMA」の詳細全文を読む



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