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| Aggiustamento Stagionale X-13ARIMA-SEATS× | SARIMA (Seasonal Autoregressive Integrated Moving Average)× | |
|---|---|---|
| Campo | Econometria | Econometria |
| Famiglia≠ | Process / pipeline | Regression model |
| Anno di origine≠ | 1998 | 2015 |
| Ideatore≠ | U.S. Census Bureau; Findley et al. | Box & Jenkins (seasonal extension of ARIMA) |
| Tipo≠ | Non-parametric / model-based hybrid | Seasonal time-series model |
| Fonte seminale≠ | 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 ↗ | 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 |
| Alias≠ | X-13ARIMA-SEATS, X-12-ARIMA, Census X-13, Mevsimsel Düzeltme X-13 | seasonal ARIMA, Box-Jenkins seasonal model, SARIMA — Mevsimsel ARIMA |
| Correlati≠ | 3 | 5 |
| Sintesi≠ | 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. | SARIMA is a seasonal extension of the Box-Jenkins ARIMA model that adds seasonal differencing and seasonal autoregressive and moving-average terms. Developed within the Box, Jenkins, Reinsel and Ljung framework (5th edition, 2015), it forecasts series whose pattern repeats on a yearly, monthly, or weekly period. |
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