6.10 Further reading

  • A detailed modern discussion of SEATS and X11 decomposition methods is provided by Dagum and Bianconcini (2016).
  • Cleveland et al. (1990) introduced STL, and still provides the best description of the algorithm.
  • For a discussion of forecasting using STL, see Theodosiou (2011).

Bibliography

Dagum, Estela Bee, and Silvia Bianconcini. 2016. Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation: Springer.

Cleveland, Robert B, William S Cleveland, Jean E McRae, and Irma J Terpenning. 1990. “STL: A Seasonal-Trend Decomposition Procedure Based on Loess.” Journal of Official Statistics 6 (1):3–73.

Theodosiou, Marina. 2011. “Forecasting Monthly and Quarterly Time Series Using STL Decomposition.” International Journal of Forecasting 27 (4):1178–95.