Seasonal adjustment

Many time series at Statistics Netherlands suffer from seasonal or working-day effects. Energy use by households, for example, will be higher in the winter than in the summer. In the interpretation of month-on-month or quarter-on-quarter figures, the changes without these effects are important. Therefore Statistics Netherlands publishes both the series corrected for seasonal and working-day effects and the uncorrected series. The standard method used at Statistics Netherlands for seasonal and working-day correction is X12-ARIMA. This report discusses both the method and the software. It also contains an extensive example of the application of the X12-ARIMA program to a time series at Statistics Netherlands.

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