3.9 Further reading

  • A detailed modern discussion of SEATS and X11 decomposition methods is provided by Dagum & Bianconcini (2016).
  • Cleveland et al. (1990) introduced STL, and still provides the best description of the algorithm.

Bibliography

Cleveland, R. B., Cleveland, W. S., McRae, J. E., & Terpenning, I. J. (1990). STL: A seasonal-trend decomposition procedure based on loess. Journal of Official Statistics, 6(1), 3–33. http://bit.ly/stl1990

Dagum, E. B., & Bianconcini, S. (2016). Seasonal adjustment methods and real time trend-cycle estimation. Springer. [Amazon]