مقایسهٔ روش‌ها

	تنظیم فصلی X-13ARIMA-SEATS	مدل آریما (میانگین متحرک یکپارچه خودرگرسیو)	STL Decomposition: Seasonal-Trend Decomposition using Loess
حوزه	اقتصادسنجی	اقتصادسنجی	اقتصادسنجی
خانواده	Process / pipeline	Regression model	Process / pipeline
سال پیدایش	1998	2015	1990
پدیدآور	U.S. Census Bureau; Findley et al.	Box & Jenkins (Box-Jenkins methodology)	Cleveland, Cleveland, McRae & Terpenning
نوع	Non-parametric / model-based hybrid	Univariate time-series model	nonparametric iterative smoother
منبع بنیادین	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.	Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021	Cleveland, R. B., Cleveland, W. S., McRae, J. E., & Terpenning, I. (1990). STL: A seasonal-trend decomposition procedure based on loess. Journal of Official Statistics, 6(1), 3–73.
نام‌های دیگر	X-13ARIMA-SEATS, X-12-ARIMA, Census X-13, Mevsimsel Düzeltme X-13	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli	Seasonal-Trend Decomposition using Loess, STL filtering, Loess-based seasonal decomposition, Mevsimsel-Trend Ayrıştırma (STL)
مرتبط	3	5	3
خلاصه	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.	ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).	STL Decomposition, introduced by Cleveland, Cleveland, McRae, and Terpenning (1990), is a nonparametric procedure that separates a time series into three additive components — trend, seasonal, and remainder — using iterative locally weighted regression (loess). Widely used in economics, meteorology, and data science, it handles time series of any periodicity and is robust to the presence of outliers, making it a highly flexible alternative to classical decomposition methods.