1. A dynamical systems approach to X-11 type seasonal adjustment - Tohru Ozaki and peter J. Thomson(003)
2. The use of ARIMA models in unobserved-computers estimation: an application to Spanish monetary control - Agustin Maravall(027)
2. Estimation, Prediction, and Interpolation for Nonstationary Series With the Kalman Filter - Victor Gomez and Augustin Maravall(041)
4. Seasonality in Mean, Seasonality in Variance - Ted Jaditz(049)
5. Seasonal Adjust of a Time Series Subject to both Observed and Unobserved shocks : The Case of the Monetary Base - Richard Anderson(059)
6. Empirical Evaluation of Variance Estimation for X-11 Seasonally Adjusted Series - Danny Pfeffermann, Hebrew U. and Stuart Scott(087)
7. Mutation and Crossover Operators in the Genetic Algorithm(GA) As a Replacement - Tomoyuki Higuchi(101)
8. Monte Carlo Smoothing Method for Seasonal Adjustment - Genshiro Kitagawa and Yuichi Nagahara(122)
9. Variance of X-11 Seasonal Adjustments that Aaaount for Sampling Error and Forecast Extension - Matthew Kramer and William R. Bell(140)
10. Seasonal Adjustment Adjustment in Statistics New Zealand - New Zealand(154)
11. A Time-Varying Least Squares Approach to Seasonal Adjustment of Weekly Time Series - William P. Cleveland(165)
12. Estimation of Moving Tradinf-Day Variances with Application to the Canadian Retail Trade Series - Pierre A. Cholette and Marietta Morry(173)
13. Design of Moving-Average Trend Filters at the Ends of Series - Alistair Aray and Petes Thomson(185)
14. the Trading Day and Holiday Effect Models of X-12-ARIMA-Bor-Chung Chen and David F.Findley(204)
15. the X-12-ARIMA Prejection Collaborators at the U.S. Bureau of Census - William Bell, David Findley, Brain Monsell, Mark Otto 등(223)
16. Monte carlo Filter and smoother for Non-Gaussian Nonlinear State Space Models - Genshiro Kitagawa(248)
17. State-Space Approach to the Estimation of Error Correction Models and Treatment of Seasonality - Yoshinori Kawaski(266)
18. Unobserved Components in Economic Time Series - Agustin Maravall(276)
19. Bootstrap Techniques for Time Series Analysis - Makio Ishiguro(307)
20. Bootstrapping log likelihood and EIC, an extension of AIC - Makio Ishiguro, Yosiyuki Sakamoto and Gendhiro Kitagawa(320)
21. Can SEATS Replace Census? Critical Comments to SEATS - Bernd Schips(334)
22. SEASABS & SEASAN - Austalian Bureau of Statistics(356)
23. Automatic ARIMA SEASONAL MODEL SELECTION - J. Peter Burman, ASRU Ltd, University of Kent England(360)
24. A Comparison of Indicators for Evaluaiting X-11-ARIMA Seasonal Adjustments - P. Battipaglia and D. Focarelli(371)
2. The use of ARIMA models in unobserved-computers estimation: an application to Spanish monetary control - Agustin Maravall(027)
2. Estimation, Prediction, and Interpolation for Nonstationary Series With the Kalman Filter - Victor Gomez and Augustin Maravall(041)
4. Seasonality in Mean, Seasonality in Variance - Ted Jaditz(049)
5. Seasonal Adjust of a Time Series Subject to both Observed and Unobserved shocks : The Case of the Monetary Base - Richard Anderson(059)
6. Empirical Evaluation of Variance Estimation for X-11 Seasonally Adjusted Series - Danny Pfeffermann, Hebrew U. and Stuart Scott(087)
7. Mutation and Crossover Operators in the Genetic Algorithm(GA) As a Replacement - Tomoyuki Higuchi(101)
8. Monte Carlo Smoothing Method for Seasonal Adjustment - Genshiro Kitagawa and Yuichi Nagahara(122)
9. Variance of X-11 Seasonal Adjustments that Aaaount for Sampling Error and Forecast Extension - Matthew Kramer and William R. Bell(140)
10. Seasonal Adjustment Adjustment in Statistics New Zealand - New Zealand(154)
11. A Time-Varying Least Squares Approach to Seasonal Adjustment of Weekly Time Series - William P. Cleveland(165)
12. Estimation of Moving Tradinf-Day Variances with Application to the Canadian Retail Trade Series - Pierre A. Cholette and Marietta Morry(173)
13. Design of Moving-Average Trend Filters at the Ends of Series - Alistair Aray and Petes Thomson(185)
14. the Trading Day and Holiday Effect Models of X-12-ARIMA-Bor-Chung Chen and David F.Findley(204)
15. the X-12-ARIMA Prejection Collaborators at the U.S. Bureau of Census - William Bell, David Findley, Brain Monsell, Mark Otto 등(223)
16. Monte carlo Filter and smoother for Non-Gaussian Nonlinear State Space Models - Genshiro Kitagawa(248)
17. State-Space Approach to the Estimation of Error Correction Models and Treatment of Seasonality - Yoshinori Kawaski(266)
18. Unobserved Components in Economic Time Series - Agustin Maravall(276)
19. Bootstrap Techniques for Time Series Analysis - Makio Ishiguro(307)
20. Bootstrapping log likelihood and EIC, an extension of AIC - Makio Ishiguro, Yosiyuki Sakamoto and Gendhiro Kitagawa(320)
21. Can SEATS Replace Census? Critical Comments to SEATS - Bernd Schips(334)
22. SEASABS & SEASAN - Austalian Bureau of Statistics(356)
23. Automatic ARIMA SEASONAL MODEL SELECTION - J. Peter Burman, ASRU Ltd, University of Kent England(360)
24. A Comparison of Indicators for Evaluaiting X-11-ARIMA Seasonal Adjustments - P. Battipaglia and D. Focarelli(371)