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Seasonal Filter in X-12-ARIMA

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Seasonal Filter in X-12-ARIMA

Posted: Wed Jun 03, 2009 1:09 am
by farrel
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

Re: Seasonal Filter in X-12-ARIMA

Posted: Wed Jun 03, 2009 8:07 am
by EViews Gareth
They're just the specification of the seasonal moving average term.

Here seems to give a good definition.
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