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The Effect Of Different Rotation Patterns On The Revisions Of Trend Estimates, David G. Steel, Craig H. Mclaren
The Effect Of Different Rotation Patterns On The Revisions Of Trend Estimates, David G. Steel, Craig H. Mclaren
Faculty of Engineering and Information Sciences - Papers: Part A
The X11 and X11ARIMA procedures are widely used to produce seasonally adjusted and trend estimates from time series obtained from sample surveys. The surveys are often based on designs in which there is sample overlap between different periods. The degree of overlap is determined by the pattern of inclusion of selected units over time, i.e., the rotation pattern. An important issue in analysing the series is that trend estimates at the end of the series are revised as estimates for recent periods are added. This article considers the effects of different rotation patterns on the mean squared error of the …