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A Basic Step-by-Step Weighted X-11 Algorithm and the Cascade Filters

Verónica L. Beritich et al.

Journal of Time Series Econometrics2026https://doi.org/10.1515/jtse-2025-0018article
AJG 2ABDC B
Weight
0.50

What the paper says

Abstract The X-11 family of programs in official statistics consists of non-parametric seasonal adjustment methods that smooth the original series using sequentially applied linear filters, adding and removing one observation at a time. This paper provides a detailed description of the algorithm used in the additive decomposition model for the central observations of the series, particularly when a down-weighting procedure is applied to the irregular component. The main contribution of this work is the derivation of the cascade filters for the three types of decompositions available in X-13ARIMA-SEATS, along with a detailed algorithm that enables practitioners to accurately replicate its implementation.

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https://doi.org/https://doi.org/10.1515/jtse-2025-0018

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@article{verónica2026,
  title        = {{A Basic Step-by-Step Weighted X-11 Algorithm and the Cascade Filters}},
  author       = {Verónica L. Beritich et al.},
  journal      = {Journal of Time Series Econometrics},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1515/jtse-2025-0018},
}

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A Basic Step-by-Step Weighted X-11 Algorithm and the Cascade Filters

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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