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Residual Seasonality: A Comparison of X13 and CAMPLET

In: Seasonal Adjustment Without Revisions

Author

Listed:
  • Barend Abeln
  • Jan P. A. M. Jacobs

    (University of Groningen)

Abstract

We compare residual seasonality properties for the series of U.S. real GDP. We download the raw series and the seasonally adjusted version, which is produced by X13ARIMA-SEATS, from FRED, the database of the St. Louis Federal Reserve bank, and calculate CAMPLET seasonal adjustments. In the second round, we seasonally adjust the X13 and CAMPLET seasonal adjustments again. We show graphs of unadjusted and first-round seasonal adjustments and compare unadjusted and all six seasonally adjusted series on the basis a selection of seasonality measures including our own Measure of Seasonality for the last eight years of the sample. Our empirical analyses confirm the strength of CAMPLET in seasonal adjustment. First-round and second-round seasonal adjustments of X13 and CAMPLET are similar. In addition, we do not find evidence of residual seasonality in U.S. real GDP.

Suggested Citation

  • Barend Abeln & Jan P. A. M. Jacobs, 2023. "Residual Seasonality: A Comparison of X13 and CAMPLET," SpringerBriefs in Economics, in: Seasonal Adjustment Without Revisions, chapter 0, pages 43-52, Springer.
    • Handle: RePEc:spr:spbchp:978-3-031-22845-2_4
    DOI: 10.1007/978-3-031-22845-2_4
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