The X12 Procedure

Box, G. E. P., Jenkins, G. M., and Reinsel, G. C. (1994), Time Series Analysis: Forecasting and Control, 3rd Edition, Englewood Cliffs, NJ: Prentice Hall.

Cholette, P. A. (1979), A Comparison and Assessment of Various Adjustment Methods of Sub-annual Series to Yearly Benchmarks, StatCan Staff Paper STC2119, Seasonal Adjustment and Time Series Staff, Statistics Canada, Ottawa.

Dagum, E. B. (1983), The X-11-ARIMA Seasonal Adjustment Method, Technical Report 12-564E, Statistics Canada.

Dagum, E. B. (1988), The X-11-ARIMA/88 Seasonal Adjustment Method: Foundations and User’s Manual, Ottawa: Statistics Canada.

Findley, D. F., Monsell, B. C., Bell, W. R., Otto, M. C., and Chen, B. C. (1998), “New Capabilities and Methods of the X-12-ARIMA Seasonal Adjustment Program,” Journal of Business and Economic Statistics, 16, 127–176.

Gómez, V. and Maravall, A. (1997a), Guide for Using the Programs TRAMO and SEATS, Beta Version, Madrid: Banco de España.

Gómez, V. and Maravall, A. (1997b), Programs TRAMO and SEATS: Instructions for the User, Beta Version, Madrid: Banco de España.

Huot, G. (1975), Quadratic Minimization Adjustment of Monthly or Quarterly Series to Annual Totals, StatCan Staff Paper STC2104, Statistics Canada, Seasonal Adjustment and Time Series Staff, Ottawa.

Ladiray, D. and Quenneville, B. (2001), Seasonal Adjustment with the X-11 Method, New York: Springer-Verlag.

Ljung, G. M. (1993), “On Outlier Detection in Time Series,” Journal of the Royal Statistical Society, Series B, 55, 559–567.

Lothian, J. and Morry, M. (1978a), A Set of Quality Control Statistics for the X-11-ARIMA Seasonal Adjustment Method, StatCan Staff Paper STC1788E, Seasonal Adjustment and Time Series Analysis Staff, Statistics Canada, Ottawa.

Lothian, J. and Morry, M. (1978b), A Test for the Presence of Identifiable Seasonality When Using the X-11-ARIMA Program, StatCan Staff Paper STC2118, Seasonal Adjustment and Time Series Analysis Staff, Statistics Canada, Ottawa.

Shiskin, J., Young, A. H., and Musgrave, J. C. (1967), The X-11 Variant of the Census Method II Seasonal Adjustment Program, Technical Report 15, U.S. Department of Commerce, Bureau of the Census.

U.S. Bureau of the Census (2009a), X-12-ARIMA Quick Reference for UNIX/Linux, Version 0.3, Washington, DC.
URL http://www.census.gov/ts/x12a/v03/unix/qref03unix.pdf

U.S. Bureau of the Census (2009b), X-12-ARIMA Quick Reference for Windows (PC), Version 0.3, Washington, DC.
URL http://www.census.gov/ts/x12a/v03/pc/qref03pc.pdf

U.S. Bureau of the Census (2009c), X-12-ARIMA Reference Manual, Version 0.3, Washington, DC.
URL http://www.census.gov/ts/x12a/v03/x12adocV03.pdf

U.S. Bureau of the Census (2010), X-12-ARIMA Seasonal Adjustment Program, Version 0.3, Washington, DC.
URL http://www.census.gov/srd/www/x12a/