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Sezonsko prilagođavanje X-13ARIMA-SEATS×STL dekompozicija: Sezonsko-trendna dekompozicija korišćenjem Loess-a×
OblastEkonometrijaEkonometrija
PorodicaProcess / pipelineProcess / pipeline
Godina nastanka19981990
TvoracU.S. Census Bureau; Findley et al.Cleveland, Cleveland, McRae & Terpenning
TipNon-parametric / model-based hybridnonparametric iterative smoother
Temeljni izvorFindley, 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 ↗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. link ↗
Drugi naziviX-13ARIMA-SEATS, X-12-ARIMA, Census X-13, Mevsimsel Düzeltme X-13Seasonal-Trend Decomposition using Loess, STL filtering, Loess-based seasonal decomposition, Mevsimsel-Trend Ayrıştırma (STL)
Srodne33
SažetakX-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.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.
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ScholarGateUporedite metode: X-13ARIMA-SEATS · STL Decomposition. Preuzeto 2026-06-19 sa https://scholargate.app/sr/compare