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(Reference) Seasonally Adjusted Values


(Attention)
The seasonally adjusted time series including the latest seasonally adjusted values are re-computed every month, because its original data for calculation is shifted every month to the previous 120 months including the current month.
The method of the computing seasonally adjusted values is re-adjusted around March every year. If the method is improved, we will notify you by updating the following seasonal adjustment method. Please be careful.

  • Method of the adjustment(Update:March 21,2024)
    • Program :
      • U. S. Department of Commerce, U. S. Census Bureau
      • X-12-ARIMA Release Version 0.2.10
    • RegARIMA model :
      • Export (110)(211), Import (212)(210)
    • Span :
      • Latest 120 months (10 years)
    • Forecasts :
      • 48 months (4 years)
    • Level Shift :
      • RAMP (export(Feb-May.2020 and May-Sep.2020))
    • Outlier :
      • AO (import(Mar.2014))
    • Other spec :
      • Logarithmic transform, Effects of trading day and holiday