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Published in:
2001 | OriginalPaper | Chapter
Moving Averages
Authors : Dominique Ladiray, Benoît Quenneville
Published in: Seasonal Adjustment with the X-11 Method
Publisher: Springer New York
Included in: Professional Book Archive
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The X-l1 method of seasonal adjustment uses moving averages to estimate the main components of the series: trend-cycle and seasonality. These filters, which do not involve a priori the use of sophisticated concepts or model, are very simple in principle and especially flexible in their application: it is possible to construct a moving average that has good properties in terms of trend preservation, elimination of seasonality, noise reduction, and so on.