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The X11 Procedure |
For example, the statement
macurves jan='3' feb='3x3' march='3x5' april='3x9';
uses a three-term moving average to estimate seasonal factors for January, a 3x3 ( a three-term moving average of a three term moving average) for February, a 3x5 ( a three-term moving average of a five-term moving average) for March, and a 3x9 ( a three-term moving average of a nine-term moving average) for April.
The numeric values used for the weights of the various moving averages and a discussion of the derivation of these weights are given in U.S. Bureau of Census, 1967. A general discussion of moving average weights is given in Dagum, 1985.
If the specification for a month is omitted, the X11 procedure uses a three-by-three moving average for the first estimate of each iteration and a three-by-five average for the second estimate.
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