Time Series Analysis - X-11 Census Method II Seasonal Adjustment

The general ideas of seasonal decomposition and adjustment are discussed in the context of the Census I seasonal adjustment method (Seasonal Decomposition (Census I)). The Census method II (2) is an extension and refinement of the simple adjustment method. Over the years, different versions of the Census method II evolved at the United States Census Bureau; the method that has become most popular and is used most widely in government and business is the so-called X-11 variant of the Census method II (see Shiskin, Young, & Musgrave, 1967). Subsequently, the term X-11 has become synonymous with this refined version of the Census method II. In addition to the documentation that can be obtained from the Census Bureau, a detailed summary of this method is also provided in Makridakis, Wheelwright, and McGee (1983) and Makridakis and Wheelwright (1989).

For more information on this method, see the following topics:

Basic Ideas and Terms of Seasonal Adjustment

For more information on other Time Series methods, see Time Series Analysis Index and the following topics:

Identifying Patterns in Time Series Data