Time Series Analysis - Moving Averages for Seasonal Factor Curves

Select the User-defined option button (or click the adjacent   button) in the Moving averages for seasonal factor curves group box on the X-11/Y2k Monthly Seasonal Adjustment (Census Method II) dialog box - Seasonal Factor Curves tab to display the Moving Averages for Seasonal Factor Curves dialog box.

Select the appropriate option buttons in this dialog box to determine the lengths of moving averages used to compute the preliminary and final seasonal factors for each month in each part of the analysis (B, C, and D; see X-11 census method II seasonal adjustment; see also, Time Series Analysis Index).

By default (Automatic) STATISTICA selects a 3x3 moving average for the first estimate in each part (see X-11 Result Tables B 5, C 5, and D 5) and a 3x5 average for the second estimate (see X-11 Result Tables B 10, C 10, and D 10). A 3x3 moving average is a 3-term moving average applied to a series previously smoothed by a 3-term moving average, which is equivalent to a 5-term weighted moving average; a 3x5 moving average is a 3-term moving average applied to a series previously smoothed by a 5-term moving average, which is equivalent to a 7-term weighted moving average; for a discussion of different types of moving averages see Makridakis and Wheelwright (1983).

Alternatively, you can select a different type of moving average for each month. In that case, the same type of moving average will be applied for both the preliminary (e.g., B 5) and final estimates (e.g., B 10) of the seasonal component in each part. However, different moving averages can be applied to different months.