Process / pipelineTrend & seasonality

X-13ARIMA-SEATS Seasonal Adjustment

X-13ARIMA-SEATS is the standard seasonal adjustment program produced by the U.S. Census Bureau, combining RegARIMA pre-adjustment with either the classical X-11 filter or the model-based SEATS signal-extraction algorithm. It is the official tool used by national statistical agencies worldwide — including Eurostat and the U.S. Bureau of Labor Statistics — to remove recurring calendar and seasonal patterns from monthly or quarterly economic time series such as GDP, employment, and retail sales.

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Sources

  1. Findley, D. F., Monsell, B. C., Bell, W. R., Otto, M. C., & Chen, B.-C. (1998). New capabilities and methods of the X-12-ARIMA seasonal adjustment program. Journal of Business & Economic Statistics, 16(2), 127–152. DOI: 10.1080/07350015.1998.10524743

Related methods

Referenced by

ScholarGateX-13ARIMA-SEATS (X-13ARIMA-SEATS Seasonal Adjustment). Retrieved 2026-06-04 from https://scholargate.app/en/econometrics/x13-arima-seats