Seasonal Filter in X-12-ARIMA

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farrel
Posts: 111
Joined: Thu Sep 18, 2008 11:13 pm

Seasonal Filter in X-12-ARIMA

Postby farrel » Wed Jun 03, 2009 1:09 am

to QMS:
What does it technically mean "S3x3" "S3x5" "S3x9" in seasonal Filter processing X-12-ARIMA seasonal estimation?
Any working paper explaining technical and intuitive part of seasonal filter?

Andrej
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: Seasonal Filter in X-12-ARIMA

Postby EViews Gareth » Wed Jun 03, 2009 8:07 am

They're just the specification of the seasonal moving average term.

Here seems to give a good definition.
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