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Journal of Official Statistics
Volume 30 (2014): Issue 4 (December 2014)
Open Access
Estimation of Mean Squared Error of X-11-ARIMA and Other Estimators of Time Series Components
Danny Pfeffermann
Danny Pfeffermann
and
Michail Sverchkov
Michail Sverchkov
| Dec 11, 2014
Journal of Official Statistics
Volume 30 (2014): Issue 4 (December 2014)
Special Issue on Establishment Surveys
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Published Online:
Dec 11, 2014
Page range:
811 - 838
Received:
Dec 01, 2012
Accepted:
Jul 01, 2014
DOI:
https://doi.org/10.2478/jos-2014-0049
Keywords
Bias correction
,
canonical decomposition
,
seasonal adjustment
,
state-space model
,
survey sampling
,
trend
,
X-13ARIMA-SEATS
© by Danny Pfeffermann
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.
Danny Pfeffermann
Central Bureau of Statistics, Israel, Hebrew University of Jerusalem, Israel and University of Southampton, Southampton SO17 1BJ, UK.
Michail Sverchkov
Bureau of Labor Statistics, 2 Massachusetts Avenue, NE, Suite 1950, Washington DC 20212, U.S.A.