Reading input spec file from Rout.spc
Reading data from Rout.dat
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U. S. Department of Commerce, U. S. Census Bureau
X-13ARIMA-SEATS monthly seasonal adjustment Method,
Release Version 1.1 Build 39
This software application provides an enhanced version of
Statistics Canada's X-11-ARIMA extension (Dagum, 1980)
of the X-11 variant of the Census Method II of
Shiskin, Young and Musgrave (1967).
It also provides an ARIMA model-based method following
Hillmer and Tiao (1982) and Burman (1980) that is very similar
to the update of the method of SEATS (Gómez and Maravall, 1996)
produced at the Bank of Spain by G. Caporello and
A. Maravall for TSW (Caporello and Maravall, 2004).
The present application includes additional enhancements.
X-13ARIMA-SEATS includes an automatic ARIMA model selection procedure
based largely on the procedure of Gómez and Maravall (1998)
as implemented in TRAMO (1996) and subsequent revisions.
Primary Programmers: Brian Monsell, Mark Otto and,
for the ARIMA model-based signal extraction,
Gianluca Caporello and
Víctor Gómez
Series Title- R Output for x12a
Series Name- Rout
Aug 5, 2021 03.07.21
- Period covered- 1st month,2004 to 2nd month,2019
- Type of run - auto-mode seasonal adjustment
- Sigma limits for graduating extreme values are 1.5 and 2.5 .
- 3x3 moving average used in section 1 of each iteration, 3x5 moving average in section 2 of iterations B and C, moving average for final seasonal factors chosen by Global MSR.
- Spectral plots generated for selected series
- Spectral plots generated for series starting in 2011.Mar
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FILE SAVE REQUESTS (* indicates file exists and will be overwritten)
Rout.a1 time series data (for the span analyzed)
Rout.b1 original series (prior adjusted)
Rout.ftr point forecasts and standard errors for the transformed data
Rout.d10 final seasonal factors
Rout.d11 final seasonally adjusted data
Rout.d12 final trend cycle
Rout.html* program output file
Rout_err.html* program error file
Rout.udg seasonal adjustment and model diagnostics file
Rout.gmt graphics metafile
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LINKS TO OTHER HTML FILES
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Contents of spc file Rout.spc
Line #
------
1: series{
2: save=(a1 b1)
3: title="R Output for x12a"
4: start=2004.1
5: period=12
6: DECIMALS=5
7: file = "Rout.dat"
8: }
9: transform{
10: function=auto
11: }
12: automdl{
13: acceptdefault=no
14: balanced=yes
15: maxorder=(3,2)
16: maxdiff=(1,1)
17: savelog=(adf amd b5m mu)
18: }
19: forecast {
20: save=ftr
21: maxlead=12
22: }
23: x11{
24: save=(d10 d11 d12)
25: sigmalim=(1.5,2.5)
26: final=(user)
27: appendfcst=yes
28: savelog=all
29: }
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Likelihood statistics for model fit to untransformed series.
| Number of observations (nobs) | 182 |
|---|---|
| Effective number of observations (nefobs) | 169 |
| Number of parameters estimated (np) | 3 |
| Log likelihood (L) | 181.4587 |
| AIC | -356.9175 |
| AICC (F-corrected-AIC) | -356.7720 |
| Hannan Quinn | -353.1070 |
| BIC | -347.5278 |
Likelihood statistics for model fit to log transformed series.
| Number of observations (nobs) | 182 |
|---|---|
| Effective number of observations (nefobs) | 169 |
| Number of parameters estimated (np) | 3 |
| Log likelihood | 561.8948 |
| Transformation Adjustment | -381.3013 |
| Adjusted Log likelihood (L) | 180.5935 |
| AIC | -355.1870 |
| AICC (F-corrected-AIC) | -355.0416 |
| Hannan Quinn | -351.3765 |
| BIC | -345.7973 |
***** AICC (with aicdiff=-2.00) prefers log transformation *****
***** Multiplicative seasonal adjustment will be performed. ****
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A 1 Time series data (for the span analyzed)
From 2004.Jan to 2019.Feb
Observations 182
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | TOTAL | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2004 | 8.30500 | 8.27638 | 8.50826 | 8.43936 | 8.48784 | 8.48070 | 8.50011 | 8.54934 | 8.52512 | 8.56815 | 8.58128 | 8.66497 | 101.88651 |
| 2005 | 8.67987 | 8.64835 | 8.85946 | 8.77174 | 8.80259 | 8.78589 | 8.71676 | 8.81351 | 8.76370 | 8.64931 | 8.67314 | 8.72639 | 104.89071 |
| 2006 | 8.82230 | 8.76147 | 8.98844 | 8.83732 | 9.00018 | 8.89432 | 8.94382 | 9.01945 | 8.90435 | 8.95963 | 8.99416 | 8.96619 | 107.09163 |
| 2007 | 9.12564 | 9.04930 | 9.22503 | 9.13748 | 9.34486 | 9.18490 | 9.22699 | 9.27534 | 9.13175 | 9.30097 | 9.29360 | 9.24955 | 110.54541 |
| 2008 | 9.29754 | 9.24670 | 9.42923 | 9.37419 | 9.31325 | 9.27350 | 9.32553 | 9.18949 | 9.25250 | 9.14100 | 9.06158 | 9.00418 | 110.90869 |
| 2009 | 9.09885 | 9.10353 | 9.34143 | 9.44472 | 9.37564 | 9.41981 | 9.41822 | 9.38213 | 9.32515 | 9.36262 | 9.33849 | 9.31112 | 111.92171 |
| 2010 | 9.31998 | 9.35898 | 9.64014 | 9.50192 | 9.55990 | 9.53590 | 9.54589 | 9.63813 | 9.57358 | 9.48729 | 9.59035 | 9.54797 | 114.30003 |
| 2011 | 9.44000 | 9.57018 | 9.62245 | 9.54860 | 9.69091 | 9.69295 | 9.65034 | 9.75452 | 9.69363 | 9.59342 | 9.74724 | 9.62245 | 115.62669 |
| 2012 | 9.64147 | 9.62688 | 9.72448 | 9.74355 | 9.91398 | 9.83916 | 9.77064 | 9.84188 | 9.60319 | 9.82379 | 9.73430 | 9.62199 | 116.88531 |
| 2013 | 9.82828 | 9.79484 | 9.87349 | 9.96515 | 9.96599 | 9.88914 | 9.90504 | 9.96077 | 9.82698 | 9.88680 | 9.80405 | 9.76503 | 118.46556 |
| 2014 | 9.85666 | 10.00374 | 9.84044 | 9.90053 | 9.92945 | 9.90319 | 9.89212 | 9.81192 | 9.85713 | 10.11529 | 9.93101 | 9.86646 | 118.90794 |
| 2015 | 9.83489 | 9.77474 | 9.95385 | 9.85019 | 9.83092 | 9.85435 | 9.80978 | 9.79183 | 9.80565 | 9.59533 | 9.73026 | 9.69708 | 117.52887 |
| 2016 | 9.62371 | 9.69295 | 9.75719 | 9.71299 | 9.75754 | 9.80824 | 9.72119 | 9.79646 | 9.56437 | 9.68868 | 9.68949 | 9.63247 | 116.44528 |
| 2017 | 9.74285 | 9.74678 | 9.89651 | 9.76623 | 10.03998 | 9.98082 | 9.86287 | 9.95513 | 9.84055 | 9.92701 | 9.91936 | 9.89202 | 118.57011 |
| 2018 | 10.02942 | 9.90962 | 10.02637 | 10.04507 | 10.12479 | 10.10545 | 10.10932 | 10.18964 | 10.02615 | 10.20806 | 10.11168 | 10.11022 | 120.99579 |
| 2019 | 10.22325 | 10.19526 | 20.41851 | ||||||||||
| AVGE | 9.42936 | 9.42248 | 9.51245 | 9.46927 | 9.54252 | 9.50989 | 9.49324 | 9.53130 | 9.44625 | 9.48716 | 9.48000 | 9.44521 |
Table Total- 1725.38875 Mean- 9.48016 Standard Deviation- 0.46621
Minimum- 8.27638 Maximum- 10.22325
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Automatic ARIMA Model Selection
Procedure based closely on TRAMO ,method of Gomez and Maravall (2000)
"Automatic Modeling Methods for Univariate Series",
A Course in Time Series (Edited by D. Pena, G. C. Tiao, R. S. Tsay),
New York : J. Wiley and Sons
Maximum order for regular ARMA parameters : 3
Maximum order for seasonal ARMA parameters : 2
Maximum order for regular differencing : 1
Maximum order for seasonal differencing : 1
Results of Unit Root Test for identifying orders of differencing:
Regular difference order : 1 Seasonal difference order : 0
Mean is not significant.
Preliminary model choice : (3 1 2)(1 0 1)
Final Checks for Identified Model
Checking for Unit Roots.
Seasonal unit root found.
( 3, 1, 2) ( 0, 1, 1)
Checking for nonseasonal overdifferencing.
Nonseasonal MA not within 0.001 of 1.0 - model passes test.
Checking for insignificant ARMA coefficients.
Final automatic model choice : (3 1 2)(0 1 1)
End of automatic model selection procedure.
Average absolute percentage error in within-sample forecasts:
Last year: 0.92
Last-1 year: 1.04
Last-2 year: 0.64
Last three years: 0.87
Estimation converged in 84 ARMA iterations, 594 function evaluations.
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ARIMA Model
ARIMA Model: (3 1 2)(0 1 1)
Nonseasonal differences: 1
Seasonal differences: 1
| Estimate | Standard Error | |
|---|---|---|
| Nonseasonal AR | ||
| Lag 1 | -1.57750 | 0.06636 |
| Lag 2 | -1.47777 | 0.07712 |
| Lag 3 | -0.40947 | 0.06627 |
| Nonseasonal MA | ||
| Lag 1 | -1.18430 | 0.03055 |
| Lag 2 | -1.00000 | 0.03465 |
| Seasonal MA | ||
| Lag 12 | 0.86047 | 0.04400 |
| Variance | 0.55838E-04 |
|---|---|
| Standard Error of Variance | 0.60744E-05 |
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| Number of observations (nobs) | 182 |
|---|---|
| Effective number of observations (nefobs) | 169 |
| Number of parameters estimated (np) | 7 |
| Log likelihood | 576.5353 |
| Transformation Adjustment | -381.3013 |
| Adjusted Log likelihood (L) | 195.2340 |
| AIC | -376.4679 |
| AICC (F-corrected-AIC) | -375.7722 |
| Hannan Quinn | -367.5767 |
| BIC | -354.5586 |
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Durbin-Watson Statistic for regARIMA Model Residuals
dw = 2.169632
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Friedman Non-Parametric Test for regARIMA Model Residuals
ken = 2.274725 ( Asymptotically distributed as Chi-Square(11), P-Value = 0.997274 )
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QS Statistic for regARIMA Model Residuals
QS Statistic for regARIMA Model Residuals (full series): 0.00 (P-Value = 1.0000)
QS Statistic for regARIMA Model Residuals (starting 2011.Mar): 0.00 (P-Value = 1.0000)
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10*LOG(SPECTRUM) of the regARIMA model residuals
Spectrum estimated from 2011.Mar to 2019.Feb.
++++++++++I+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++I
-34.71I * I -34.71
I * I
I * I
I * I
-36.00I * I -36.00
I * I
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-37.28I * I -37.28
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-38.56I ** * ** I -38.56
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I ** ** * ** T I
-39.84I ** ** * ** T SI -39.84
I ** ** ** ** T SI
I * ** ** ** ** T SI
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-41.13I ** *** **S ** *** T SI -41.13
I ** ******S ** *** T* * SI
I ** *******S ** *** T* * SI
I * ** *******S *** *** *T* * SI
-42.41I * ** *******S *** **** *T*** SI -42.41
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I ** ** * *********S *** * **** *T**** *SI
I ** ** * S*********S* *** * **** *T**** *SI
-43.69I ** ** * S*********S****** * **** *T**** *SI -43.69
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-44.97I*** ** ****S*********S*********S ***** S*T***** *SI -44.97
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-46.26I*** ** ********S*********S*********S* *******S*T*******SI -46.26
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-47.54I**** ** *********S*********S*********S*T*******S*T*******SI -47.54
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-48.82I**** *** *********S*********S*********S*T*******S*T*******SI -48.82
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-50.10I**** ****S*********S*********S*********S*T*******S*T*******SI -50.10
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-51.39I**********S*********S*********S*********S*T*******S*T*******SI -51.39
++++++++++I+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++I
S=SEASONAL FREQUENCIES, T=TRADING DAY FREQUENCIES
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FORECASTING
Origin : 2019.Feb
Number : 12
| Date | Forecast | Standard Error |
|---|---|---|
| 2019.Mar | 2.33430 | 0.747247E-02 |
| 2019.Apr | 2.33543 | 0.874056E-02 |
| 2019.May | 2.33715 | 0.103802E-01 |
| 2019.Jun | 2.33769 | 0.116105E-01 |
| 2019.Jul | 2.33749 | 0.128295E-01 |
| 2019.Aug | 2.33556 | 0.138451E-01 |
| 2019.Sep | 2.32997 | 0.148565E-01 |
| 2019.Oct | 2.33719 | 0.157967E-01 |
| 2019.Nov | 2.32980 | 0.166407E-01 |
| 2019.Dec | 2.33167 | 0.174953E-01 |
| 2020.Jan | 2.33744 | 0.182933E-01 |
| 2020.Feb | 2.33192 | 0.190291E-01 |
| Date | Lower | Forecast | Upper |
|---|---|---|---|
| 2019.Mar | 10.1721 | 10.3222 | 10.4745 |
| 2019.Apr | 10.1584 | 10.3339 | 10.5125 |
| 2019.May | 10.1432 | 10.3517 | 10.5645 |
| 2019.Jun | 10.1242 | 10.3573 | 10.5957 |
| 2019.Jul | 10.0980 | 10.3552 | 10.6189 |
| 2019.Aug | 10.0585 | 10.3352 | 10.6195 |
| 2019.Sep | 9.98263 | 10.2776 | 10.5812 |
| 2019.Oct | 10.0365 | 10.3521 | 10.6776 |
| 2019.Nov | 9.94614 | 10.2759 | 10.6166 |
| 2019.Dec | 9.94805 | 10.2951 | 10.6542 |
| 2020.Jan | 9.99002 | 10.3547 | 10.7327 |
| 2020.Feb | 9.92072 | 10.2977 | 10.6890 |
Previous Table | Index | Next Table
B 1 Original series (prior adjusted)
From 2004.Jan to 2019.Feb
Observations 182
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | TOTAL | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2004 | 8.30500 | 8.27638 | 8.50826 | 8.43936 | 8.48784 | 8.48070 | 8.50011 | 8.54934 | 8.52512 | 8.56815 | 8.58128 | 8.66497 | 101.88651 |
| 2005 | 8.67987 | 8.64835 | 8.85946 | 8.77174 | 8.80259 | 8.78589 | 8.71676 | 8.81351 | 8.76370 | 8.64931 | 8.67314 | 8.72639 | 104.89071 |
| 2006 | 8.82230 | 8.76147 | 8.98844 | 8.83732 | 9.00018 | 8.89432 | 8.94382 | 9.01945 | 8.90435 | 8.95963 | 8.99416 | 8.96619 | 107.09163 |
| 2007 | 9.12564 | 9.04930 | 9.22503 | 9.13748 | 9.34486 | 9.18490 | 9.22699 | 9.27534 | 9.13175 | 9.30097 | 9.29360 | 9.24955 | 110.54541 |
| 2008 | 9.29754 | 9.24670 | 9.42923 | 9.37419 | 9.31325 | 9.27350 | 9.32553 | 9.18949 | 9.25250 | 9.14100 | 9.06158 | 9.00418 | 110.90869 |
| 2009 | 9.09885 | 9.10353 | 9.34143 | 9.44472 | 9.37564 | 9.41981 | 9.41822 | 9.38213 | 9.32515 | 9.36262 | 9.33849 | 9.31112 | 111.92171 |
| 2010 | 9.31998 | 9.35898 | 9.64014 | 9.50192 | 9.55990 | 9.53590 | 9.54589 | 9.63813 | 9.57358 | 9.48729 | 9.59035 | 9.54797 | 114.30003 |
| 2011 | 9.44000 | 9.57018 | 9.62245 | 9.54860 | 9.69091 | 9.69295 | 9.65034 | 9.75452 | 9.69363 | 9.59342 | 9.74724 | 9.62245 | 115.62669 |
| 2012 | 9.64147 | 9.62688 | 9.72448 | 9.74355 | 9.91398 | 9.83916 | 9.77064 | 9.84188 | 9.60319 | 9.82379 | 9.73430 | 9.62199 | 116.88531 |
| 2013 | 9.82828 | 9.79484 | 9.87349 | 9.96515 | 9.96599 | 9.88914 | 9.90504 | 9.96077 | 9.82698 | 9.88680 | 9.80405 | 9.76503 | 118.46556 |
| 2014 | 9.85666 | 10.00374 | 9.84044 | 9.90053 | 9.92945 | 9.90319 | 9.89212 | 9.81192 | 9.85713 | 10.11529 | 9.93101 | 9.86646 | 118.90794 |
| 2015 | 9.83489 | 9.77474 | 9.95385 | 9.85019 | 9.83092 | 9.85435 | 9.80978 | 9.79183 | 9.80565 | 9.59533 | 9.73026 | 9.69708 | 117.52887 |
| 2016 | 9.62371 | 9.69295 | 9.75719 | 9.71299 | 9.75754 | 9.80824 | 9.72119 | 9.79646 | 9.56437 | 9.68868 | 9.68949 | 9.63247 | 116.44528 |
| 2017 | 9.74285 | 9.74678 | 9.89651 | 9.76623 | 10.03998 | 9.98082 | 9.86287 | 9.95513 | 9.84055 | 9.92701 | 9.91936 | 9.89202 | 118.57011 |
| 2018 | 10.02942 | 9.90962 | 10.02637 | 10.04507 | 10.12479 | 10.10545 | 10.10932 | 10.18964 | 10.02615 | 10.20806 | 10.11168 | 10.11022 | 120.99579 |
| 2019 | 10.22325 | 10.19526 | 20.41851 | ||||||||||
| AVGE | 9.42936 | 9.42248 | 9.51245 | 9.46927 | 9.54252 | 9.50989 | 9.49324 | 9.53130 | 9.44625 | 9.48716 | 9.48000 | 9.44521 |
Table Total- 1725.38875 Mean- 9.48016 Standard Deviation- 0.46621
Minimum- 8.27638 Maximum- 10.22325
B 1.A Forecasts of (prior adjusted) original series
From 2019.Mar to 2020.Feb
Observations 12
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | TOTAL | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | 10.32220 | 10.33391 | 10.35172 | 10.35727 | 10.35517 | 10.33522 | 10.27758 | 10.35210 | 10.27588 | 10.29508 | 103.25613 | ||
| 2020 | 10.35470 | 10.29771 | 20.65241 |
Previous Table | Index | Next Table
C 17 Final weights for irregular component
From 2004.Jan to 2019.Feb
Observations 182
Lower sigma limit : 1.50
Upper sigma limit : 2.50
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | S.D. | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2004 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 92.69483 | 0.34774 |
| 2005 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 96.50137 | 3.81062 | 100.00000 | 100.00000 | 0.34774 |
| 2006 | 100.00000 | 100.00000 | 100.00000 | 91.97246 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 0.34774 |
| 2007 | 89.00596 | 100.00000 | 100.00000 | 100.00000 | 0.00000 | 100.00000 | 100.00000 | 100.00000 | 0.00000 | 100.00000 | 100.00000 | 100.00000 | 0.35263 |
| 2008 | 100.00000 | 100.00000 | 100.00000 | 99.35417 | 100.00000 | 100.00000 | 100.00000 | 34.49800 | 0.00000 | 100.00000 | 100.00000 | 100.00000 | 0.37252 |
| 2009 | 100.00000 | 100.00000 | 100.00000 | 0.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 0.40914 |
| 2010 | 100.00000 | 100.00000 | 0.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 0.46897 |
| 2011 | 30.34565 | 100.00000 | 100.00000 | 98.32396 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 77.31288 | 100.00000 | 100.00000 | 0.43826 |
| 2012 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 97.63867 | 100.00000 | 100.00000 | 100.00000 | 0.00000 | 28.12856 | 100.00000 | 76.26060 | 0.44650 |
| 2013 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 0.50382 |
| 2014 | 100.00000 | 0.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 0.00000 | 100.00000 | 0.00000 | 100.00000 | 100.00000 | 0.47643 |
| 2015 | 100.00000 | 100.00000 | 73.94515 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 0.00000 | 0.00000 | 100.00000 | 100.00000 | 0.41065 |
| 2016 | 82.51951 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 0.39917 |
| 2017 | 100.00000 | 100.00000 | 100.00000 | 0.00000 | 0.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 0.38589 |
| 2018 | 98.62672 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 100.00000 | 0.37971 |
| 2019 | 100.00000 | 100.00000 | 0.37971 |
Previous Table | Index | Next Table
D 8 Final unmodified SI ratios
From 2004.Jan to 2019.Feb
Observations 182
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | AVGE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2004 | 99.87749 | 99.19881 | 101.59556 | 100.37415 | 100.56426 | 100.12028 | 99.98144 | 100.15725 | 99.44234 | 99.52087 | 99.28467 | 99.92488 | 100.00350 |
| 2005 | 99.81858 | 99.24238 | 101.50668 | 100.36835 | 100.59318 | 100.29922 | 99.45654 | 100.55194 | 99.98696 | 98.66147 | 98.88042 | 99.37494 | 99.89506 |
| 2006 | 100.27660 | 99.34395 | 101.62184 | 99.62467 | 101.20586 | 99.78340 | 100.11611 | 100.73537 | 99.19503 | 99.51260 | 99.57618 | 98.95427 | 99.99549 |
| 2007 | 100.44588 | 99.39108 | 101.15432 | 100.04682 | 102.12528 | 100.11525 | 100.22786 | 100.34743 | 98.40808 | 99.91207 | 99.60418 | 99.01227 | 100.06588 |
| 2008 | 99.52922 | 99.07911 | 101.18900 | 100.78717 | 100.34089 | 100.14782 | 100.99119 | 99.82919 | 100.83198 | 99.88316 | 99.17100 | 98.54504 | 100.02706 |
| 2009 | 99.38652 | 99.06941 | 101.18585 | 101.83496 | 100.71358 | 100.93209 | 100.75497 | 100.26940 | 99.58677 | 99.90002 | 99.51775 | 99.05155 | 100.18357 |
| 2010 | 98.94904 | 99.18821 | 102.01194 | 100.38344 | 100.81860 | 100.38923 | 100.28991 | 101.03437 | 100.12135 | 98.99430 | 99.90315 | 99.39278 | 100.12303 |
| 2011 | 98.28164 | 99.69902 | 100.31466 | 99.56222 | 100.97658 | 100.82147 | 100.13115 | 100.93975 | 100.07010 | 98.88286 | 100.40606 | 99.11109 | 99.93305 |
| 2012 | 99.29709 | 99.09033 | 99.97068 | 100.01055 | 101.60386 | 100.71699 | 99.99731 | 100.78093 | 98.38805 | 100.63710 | 99.59819 | 98.21789 | 99.85908 |
| 2013 | 100.04434 | 99.44068 | 100.03248 | 100.84516 | 100.81372 | 100.04990 | 100.24509 | 100.84555 | 99.52317 | 100.15464 | 99.34803 | 98.99990 | 100.02855 |
| 2014 | 99.97131 | 101.49469 | 99.86312 | 100.47382 | 100.72718 | 100.36552 | 100.08339 | 99.06691 | 99.36215 | 101.88340 | 100.03868 | 99.50633 | 100.23638 |
| 2015 | 99.39482 | 99.02924 | 101.09238 | 100.26628 | 100.27002 | 100.68795 | 100.37924 | 100.31770 | 100.54860 | 98.45643 | 99.91342 | 99.65168 | 100.00065 |
| 2016 | 98.97718 | 99.77085 | 100.48360 | 100.03514 | 100.48530 | 101.00415 | 100.13438 | 100.96244 | 98.60824 | 99.88101 | 99.78076 | 98.97819 | 99.92510 |
| 2017 | 99.80657 | 99.51485 | 100.74676 | 99.19329 | 101.79421 | 101.05474 | 99.73571 | 100.50792 | 99.15351 | 99.81582 | 99.56378 | 99.15866 | 100.00382 |
| 2018 | 100.45059 | 99.19166 | 100.27140 | 100.32299 | 100.91183 | 100.44132 | 100.16992 | 100.67489 | 98.82347 | 100.41021 | 99.27132 | 99.06838 | 100.00067 |
| 2019 | 99.98550 | 99.50626 | 99.74588 | ||||||||||
| AVGE | 99.65577 | 99.45316 | 100.86935 | 100.27527 | 100.92962 | 100.46196 | 100.17961 | 100.46807 | 99.46999 | 99.76707 | 99.59051 | 99.12986 |
Table Total- 18202.86236 Mean- 100.01573 Standard Deviation- 0.79330
Minimum- 98.21789 Maximum- 102.12528
Previous Table | Index | Next Table
D 8.A F-tests for seasonality
| Sum of Squares |
Degrees of Freedom |
Mean Square |
F-value | |
|---|---|---|---|---|
| Between months | 57.9430 | 11 | 5.268 | 15.835** |
| Residual | 56.55019 | 170 | 0.333 | |
| Total | 114.49320 | 181 |
**Seasonality present at the 0.1 per cent level.
| Kruskal-Wallis statistic | Degrees of Freedom | Probability level |
|---|---|---|
| 99.4969 | 11 | 0.000% |
Seasonality present at the one percent level.
| Sum of Squares |
Degrees of Freedom |
Mean Square |
F-value | |
|---|---|---|---|---|
| Between Years | 1.3064 | 14 | 0.093 | 0.446 |
| Error | 32.22171 | 154 | 0.209 |
No evidence of moving seasonality at the five percent level.
COMBINED TEST FOR THE PRESENCE OF IDENTIFIABLE SEASONALITY
IDENTIFIABLE SEASONALITY PRESENT
Previous Table | Index | Next Table
D 8.B Final unmodified SI ratios, with labels for outliers and extreme values
From 2004.Jan to 2019.Feb
Observations 182
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2004 | 99.87749 | 99.19881 | 101.59556 | 100.37415 | 100.56426 | 100.12028 | 99.98144 | 100.15725 | 99.44234 | 99.52087 | 99.28467 | 99.92488 * Link to definition of * |
| 2005 | 99.81858 | 99.24238 | 101.50668 | 100.36835 | 100.59318 | 100.29922 | 99.45654 | 100.55194 | 99.98696 * Link to definition of * | 98.66147 * Link to definition of * | 98.88042 | 99.37494 |
| 2006 | 100.27660 | 99.34395 | 101.62184 | 99.62467 * Link to definition of * | 101.20586 | 99.78340 | 100.11611 | 100.73537 | 99.19503 | 99.51260 | 99.57618 | 98.95427 |
| 2007 | 100.44588 * Link to definition of * | 99.39108 | 101.15432 | 100.04682 | 102.12528 * Link to definition of * | 100.11525 | 100.22786 | 100.34743 | 98.40808 * Link to definition of * | 99.91207 | 99.60418 | 99.01227 |
| 2008 | 99.52922 | 99.07911 | 101.18900 | 100.78717 * Link to definition of * | 100.34089 | 100.14782 | 100.99119 | 99.82919 * Link to definition of * | 100.83198 * Link to definition of * | 99.88316 | 99.17100 | 98.54504 |
| 2009 | 99.38652 | 99.06941 | 101.18585 | 101.83496 * Link to definition of * | 100.71358 | 100.93209 | 100.75497 | 100.26940 | 99.58677 | 99.90002 | 99.51775 | 99.05155 |
| 2010 | 98.94904 | 99.18821 | 102.01194 * Link to definition of * | 100.38344 | 100.81860 | 100.38923 | 100.28991 | 101.03437 | 100.12135 | 98.99430 | 99.90315 | 99.39278 |
| 2011 | 98.28164 * Link to definition of * | 99.69902 | 100.31466 | 99.56222 * Link to definition of * | 100.97658 | 100.82147 | 100.13115 | 100.93975 | 100.07010 | 98.88286 * Link to definition of * | 100.40606 | 99.11109 |
| 2012 | 99.29709 | 99.09033 | 99.97068 | 100.01055 | 101.60386 * Link to definition of * | 100.71699 | 99.99731 | 100.78093 | 98.38805 * Link to definition of * | 100.63710 * Link to definition of * | 99.59819 | 98.21789 * Link to definition of * |
| 2013 | 100.04434 | 99.44068 | 100.03248 | 100.84516 | 100.81372 | 100.04990 | 100.24509 | 100.84555 | 99.52317 | 100.15464 | 99.34803 | 98.99990 |
| 2014 | 99.97131 | 101.49469 * Link to definition of * | 99.86312 | 100.47382 | 100.72718 | 100.36552 | 100.08339 | 99.06691 * Link to definition of * | 99.36215 | 101.88340 * Link to definition of * | 100.03868 | 99.50633 |
| 2015 | 99.39482 | 99.02924 | 101.09238 * Link to definition of * | 100.26628 | 100.27002 | 100.68795 | 100.37924 | 100.31770 | 100.54860 * Link to definition of * | 98.45643 * Link to definition of * | 99.91342 | 99.65168 |
| 2016 | 98.97718 * Link to definition of * | 99.77085 | 100.48360 | 100.03514 | 100.48530 | 101.00415 | 100.13438 | 100.96244 | 98.60824 | 99.88101 | 99.78076 | 98.97819 |
| 2017 | 99.80657 | 99.51485 | 100.74676 | 99.19329 * Link to definition of * | 101.79421 * Link to definition of * | 101.05474 | 99.73571 | 100.50792 | 99.15351 | 99.81582 | 99.56378 | 99.15866 |
| 2018 | 100.45059 * Link to definition of * | 99.19166 | 100.27140 | 100.32299 | 100.91183 | 100.44132 | 100.16992 | 100.67489 | 98.82347 | 100.41021 | 99.27132 | 99.06838 |
| 2019 | 99.98550 | 99.50626 |
| * | extreme value as determined by X-11 extreme value procedure |
Previous Table | Index | Next Table
D 9 Final replacement values for SI ratios
From 2004.Jan to 2019.Feb
Observations 182
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2004 | 99.88516 | |||||||||||
| 2005 | 99.96839 | 99.48094 | ||||||||||
| 2006 | 99.66886 | |||||||||||
| 2007 | 100.38354 | 100.77640 | 99.56909 | |||||||||
| 2008 | 100.78353 | 100.35839 | 99.77346 | |||||||||
| 2009 | 100.30333 | |||||||||||
| 2010 | 100.80414 | |||||||||||
| 2011 | 98.94705 | 99.57339 | 99.05393 | |||||||||
| 2012 | 101.58765 | 99.63820 | 99.92760 | 98.40018 | ||||||||
| 2013 | ||||||||||||
| 2014 | 99.59259 | 100.68172 | 99.93784 | |||||||||
| 2015 | 100.90333 | 99.15134 | 99.94714 | |||||||||
| 2016 | 99.09362 | |||||||||||
| 2017 | 100.28732 | 100.62202 | ||||||||||
| 2018 | 100.44271 | |||||||||||
| 2019 |
Previous Table | Index | Next Table
D 9.A Moving seasonality ratio
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| I | 0.434 | 0.281 | 0.312 | 0.438 | 0.345 | 0.381 | 0.340 | 0.289 | 0.294 | 0.291 | 0.386 | 0.407 |
| S | 0.088 | 0.041 | 0.109 | 0.072 | 0.045 | 0.065 | 0.062 | 0.045 | 0.090 | 0.061 | 0.075 | 0.069 |
| RATIO | 4.956 | 6.780 | 2.851 | 6.055 | 7.723 | 5.835 | 5.497 | 6.405 | 3.246 | 4.803 | 5.159 | 5.933 |
Previous Table | Index | Next Table
D 10 Final seasonal factors
From 2004.Jan to 2019.Feb
Observations 182
Seasonal filter : 3 x 5 moving average
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | AVGE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2004 | 100.05478 | 99.28607 | 101.51670 | 100.12857 | 100.79109 | 100.07977 | 99.91282 | 100.46749 | 99.54833 | 99.57388 | 99.30821 | 99.35443 | 100.00184 |
| 2005 | 100.03669 | 99.27468 | 101.47319 | 100.16259 | 100.75290 | 100.08139 | 100.00109 | 100.45626 | 99.56827 | 99.61695 | 99.31907 | 99.28541 | 100.00237 |
| 2006 | 99.98326 | 99.25276 | 101.39988 | 100.19030 | 100.72328 | 100.13476 | 100.13908 | 100.45260 | 99.59793 | 99.68489 | 99.34442 | 99.16160 | 100.00540 |
| 2007 | 99.85575 | 99.22358 | 101.30235 | 100.22841 | 100.71598 | 100.19379 | 100.31155 | 100.48244 | 99.63055 | 99.69860 | 99.42107 | 99.05709 | 100.01010 |
| 2008 | 99.67725 | 99.23788 | 101.14136 | 100.21886 | 100.72548 | 100.31758 | 100.41325 | 100.53142 | 99.70708 | 99.66125 | 99.55862 | 99.01040 | 100.01670 |
| 2009 | 99.45880 | 99.24036 | 100.93030 | 100.21411 | 100.78403 | 100.43764 | 100.45472 | 100.60136 | 99.77563 | 99.59579 | 99.67747 | 98.97682 | 100.01225 |
| 2010 | 99.33251 | 99.27287 | 100.69314 | 100.21439 | 100.85957 | 100.54678 | 100.39041 | 100.67033 | 99.81549 | 99.57726 | 99.73570 | 98.97210 | 100.00671 |
| 2011 | 99.33502 | 99.31474 | 100.45440 | 100.23457 | 100.95273 | 100.54924 | 100.28207 | 100.75604 | 99.78137 | 99.58854 | 99.77544 | 98.99016 | 100.00119 |
| 2012 | 99.43624 | 99.36359 | 100.30229 | 100.24908 | 100.95280 | 100.52658 | 100.19384 | 100.77039 | 99.68432 | 99.66718 | 99.81870 | 99.06602 | 100.00259 |
| 2013 | 99.50982 | 99.38698 | 100.23092 | 100.28419 | 100.88585 | 100.52625 | 100.16241 | 100.75931 | 99.50931 | 99.78432 | 99.81081 | 99.10334 | 99.99613 |
| 2014 | 99.57824 | 99.40521 | 100.29887 | 100.32509 | 100.75358 | 100.58300 | 100.15256 | 100.69666 | 99.31653 | 99.89791 | 99.76924 | 99.16198 | 99.99490 |
| 2015 | 99.64840 | 99.42051 | 100.37433 | 100.33724 | 100.66289 | 100.64447 | 100.13189 | 100.67099 | 99.14147 | 99.96367 | 99.72146 | 99.20880 | 99.99384 |
| 2016 | 99.70978 | 99.42738 | 100.48702 | 100.32032 | 100.59258 | 100.70140 | 100.12744 | 100.59892 | 99.06706 | 99.98607 | 99.66479 | 99.25760 | 99.99503 |
| 2017 | 99.77639 | 99.42895 | 100.52111 | 100.28627 | 100.60932 | 100.74200 | 100.12617 | 100.56361 | 99.01500 | 100.01677 | 99.57629 | 99.22281 | 99.99039 |
| 2018 | 99.88128 | 99.42545 | 100.54441 | 100.30583 | 100.63218 | 100.73735 | 100.12266 | 100.50780 | 99.03207 | 100.04104 | 99.47424 | 99.19565 | 99.99166 |
| 2019 | 100.00150 | 99.41868 | 99.71009 | ||||||||||
| AVGE | 99.70473 | 99.33623 | 100.77802 | 100.24665 | 100.75962 | 100.45347 | 100.19480 | 100.59904 | 99.47936 | 99.75694 | 99.59837 | 99.13495 |
Table Total- 18199.67362 Mean- 99.99821 Standard Deviation- 0.58652
Minimum- 98.97210 Maximum- 101.51670
D 10.A Final seasonal component forecasts
From 2019.Mar to 2020.Feb
Observations 12
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | AVGE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | 100.52053 | 100.32476 | 100.66595 | 100.72035 | 100.09910 | 100.49560 | 99.04576 | 100.05533 | 99.42385 | 99.17533 | 100.05266 | ||
| 2020 | 100.08135 | 99.38499 | 99.73317 |
Previous Table | Index | Next Table
D 11 Final seasonally adjusted data
From 2004.Jan to 2019.Feb
Observations 182
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | TOTAL | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2004 | 8.30045 | 8.33589 | 8.38114 | 8.42852 | 8.42122 | 8.47394 | 8.50753 | 8.50956 | 8.56380 | 8.60482 | 8.64106 | 8.72127 | 101.88921 |
| 2005 | 8.67669 | 8.71154 | 8.73084 | 8.75750 | 8.73681 | 8.77875 | 8.71667 | 8.77348 | 8.80170 | 8.68257 | 8.73260 | 8.78920 | 104.88833 |
| 2006 | 8.82378 | 8.82743 | 8.86435 | 8.82053 | 8.93555 | 8.88235 | 8.93140 | 8.97881 | 8.94030 | 8.98795 | 9.05351 | 9.04200 | 107.08797 |
| 2007 | 9.13882 | 9.12011 | 9.10643 | 9.11666 | 9.27843 | 9.16714 | 9.19833 | 9.23081 | 9.16561 | 9.32909 | 9.34772 | 9.33759 | 110.53674 |
| 2008 | 9.32764 | 9.31771 | 9.32282 | 9.35372 | 9.24617 | 9.24414 | 9.28715 | 9.14091 | 9.27968 | 9.17207 | 9.10175 | 9.09418 | 110.88796 |
| 2009 | 9.14836 | 9.17321 | 9.25533 | 9.42454 | 9.30270 | 9.37876 | 9.37559 | 9.32605 | 9.34612 | 9.40062 | 9.36871 | 9.40737 | 111.90736 |
| 2010 | 9.38261 | 9.42753 | 9.57378 | 9.48159 | 9.47843 | 9.48404 | 9.50877 | 9.57395 | 9.59128 | 9.52757 | 9.61576 | 9.64713 | 114.29244 |
| 2011 | 9.50319 | 9.63621 | 9.57892 | 9.52625 | 9.59945 | 9.64000 | 9.62320 | 9.68133 | 9.71487 | 9.63306 | 9.76918 | 9.72061 | 115.62628 |
| 2012 | 9.69613 | 9.68854 | 9.69517 | 9.71934 | 9.82041 | 9.78762 | 9.75174 | 9.76664 | 9.63360 | 9.85659 | 9.75198 | 9.71270 | 116.88047 |
| 2013 | 9.87669 | 9.85525 | 9.85074 | 9.93691 | 9.87848 | 9.83737 | 9.88898 | 9.88571 | 9.87544 | 9.90817 | 9.82263 | 9.85338 | 118.46976 |
| 2014 | 9.89841 | 10.06360 | 9.81112 | 9.86845 | 9.85518 | 9.84579 | 9.87705 | 9.74404 | 9.92496 | 10.12563 | 9.95398 | 9.94984 | 118.91805 |
| 2015 | 9.86959 | 9.83171 | 9.91673 | 9.81708 | 9.76618 | 9.79125 | 9.79686 | 9.72657 | 9.89056 | 9.59882 | 9.75744 | 9.77442 | 117.53720 |
| 2016 | 9.65172 | 9.74877 | 9.70990 | 9.68198 | 9.70006 | 9.73992 | 9.70882 | 9.73814 | 9.65444 | 9.69003 | 9.72208 | 9.70452 | 116.45037 |
| 2017 | 9.76468 | 9.80276 | 9.84521 | 9.73835 | 9.97917 | 9.90731 | 9.85044 | 9.89934 | 9.93844 | 9.92535 | 9.96157 | 9.96950 | 118.58212 |
| 2018 | 10.04134 | 9.96689 | 9.97208 | 10.01444 | 10.06119 | 10.03148 | 10.09694 | 10.13816 | 10.12414 | 10.20387 | 10.16512 | 10.19220 | 121.00785 |
| 2019 | 10.22310 | 10.25487 | 20.47797 | ||||||||||
| AVGE | 9.45770 | 9.48513 | 9.44097 | 9.44573 | 9.47063 | 9.46599 | 9.47463 | 9.47423 | 9.49633 | 9.50975 | 9.51767 | 9.52773 |
Table Total- 1725.44008 Mean- 9.48044 Standard Deviation- 0.46520
Minimum- 8.30045 Maximum- 10.25487
Test for the presence of residual seasonality.
No evidence of residual seasonality in the entire series at the 1 per cent level. F = 0.24
No evidence of residual seasonality in the last 3 years at the 1 per cent level. F = 0.51
No evidence of residual seasonality in the last 3 years at the 5 per cent level.
NOTE: sudden large changes in the level of the adjusted series will invalidate the results of this test for the last three year period.
Previous Table | Index | Next Table
D 12 Final trend cycle
From 2004.Jan to 2019.Feb
Observations 182
Trend filter : 13-term Henderson moving average
I/C ratio : 2.18
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | TOTAL | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2004 | 8.32034 | 8.34666 | 8.37618 | 8.40764 | 8.43848 | 8.46741 | 8.49719 | 8.53074 | 8.56821 | 8.60680 | 8.64342 | 8.67461 | 101.87768 |
| 2005 | 8.70060 | 8.71962 | 8.73182 | 8.74081 | 8.74910 | 8.75591 | 8.75939 | 8.75987 | 8.76082 | 8.76561 | 8.77388 | 8.78700 | 105.00442 |
| 2006 | 8.80497 | 8.82534 | 8.84830 | 8.87026 | 8.88925 | 8.90814 | 8.92766 | 8.94867 | 8.97348 | 9.00304 | 9.03483 | 9.06569 | 107.09962 |
| 2007 | 9.09055 | 9.10936 | 9.12235 | 9.13301 | 9.14803 | 9.17140 | 9.20374 | 9.24213 | 9.27883 | 9.30797 | 9.32863 | 9.33983 | 110.47583 |
| 2008 | 9.33999 | 9.33264 | 9.32072 | 9.30538 | 9.28736 | 9.26566 | 9.23871 | 9.20756 | 9.17483 | 9.14620 | 9.12866 | 9.12727 | 110.87497 |
| 2009 | 9.14668 | 9.18463 | 9.23237 | 9.27958 | 9.31724 | 9.34130 | 9.35514 | 9.36238 | 9.36636 | 9.37106 | 9.37934 | 9.39319 | 111.72928 |
| 2010 | 9.41107 | 9.42857 | 9.44535 | 9.46484 | 9.48513 | 9.50399 | 9.52429 | 9.54506 | 9.56657 | 9.58680 | 9.60058 | 9.60447 | 114.16671 |
| 2011 | 9.60071 | 9.59298 | 9.58567 | 9.58534 | 9.59460 | 9.61482 | 9.64131 | 9.66888 | 9.69265 | 9.70685 | 9.71067 | 9.70880 | 115.70328 |
| 2012 | 9.70705 | 9.71080 | 9.72273 | 9.73924 | 9.75664 | 9.77128 | 9.77434 | 9.76845 | 9.76174 | 9.76089 | 9.77176 | 9.79488 | 117.03982 |
| 2013 | 9.82303 | 9.85027 | 9.87151 | 9.88246 | 9.88542 | 9.88347 | 9.88006 | 9.87721 | 9.87495 | 9.87328 | 9.87067 | 9.86579 | 118.43812 |
| 2014 | 9.86080 | 9.85663 | 9.85278 | 9.85117 | 9.85378 | 9.86253 | 9.88054 | 9.90362 | 9.92235 | 9.93245 | 9.93275 | 9.92075 | 118.63014 |
| 2015 | 9.89851 | 9.87208 | 9.84539 | 9.82117 | 9.80016 | 9.78188 | 9.76833 | 9.75859 | 9.75285 | 9.74906 | 9.74320 | 9.73484 | 117.52605 |
| 2016 | 9.72528 | 9.71501 | 9.70858 | 9.70805 | 9.70982 | 9.71100 | 9.70829 | 9.70213 | 9.69720 | 9.69715 | 9.70782 | 9.73027 | 116.52062 |
| 2017 | 9.76214 | 9.79649 | 9.82672 | 9.84967 | 9.86656 | 9.87880 | 9.88871 | 9.90216 | 9.92063 | 9.94145 | 9.96000 | 9.97504 | 118.56838 |
| 2018 | 9.98533 | 9.99217 | 10.00137 | 10.01447 | 10.03430 | 10.06138 | 10.09170 | 10.12032 | 10.14421 | 10.16530 | 10.18553 | 10.20600 | 121.00208 |
| 2019 | 10.22605 | 10.24732 | 20.47337 | ||||||||||
| AVGE | 9.46269 | 9.47379 | 9.43279 | 9.44354 | 9.45439 | 9.46526 | 9.47596 | 9.48652 | 9.49705 | 9.50760 | 9.51812 | 9.52856 |
Table Total- 1725.13038 Mean- 9.47874 Standard Deviation- 0.46169
Minimum- 8.32034 Maximum- 10.24732
Previous Table | Index | Next Table
D 13 Final irregular component
From 2004.Jan to 2019.Feb
Observations 182
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | S.D. | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2004 | 99.76103 | 99.87095 | 100.05924 | 100.24843 | 99.79552 | 100.07710 | 100.12162 | 99.75174 | 99.94849 | 99.97693 | 99.97265 | 100.53796 | 0.21535 |
| 2005 | 99.72518 | 99.90725 | 99.98880 | 100.19097 | 99.85957 | 100.26080 | 99.51219 | 100.15537 | 100.46661 | 99.05269 | 99.52958 | 100.02496 | 0.38811 |
| 2006 | 100.21359 | 100.02372 | 100.18144 | 99.43938 | 100.52092 | 99.71049 | 100.04183 | 100.33684 | 99.63025 | 99.83236 | 100.20684 | 99.73872 | 0.30817 |
| 2007 | 100.53099 | 100.11803 | 99.82554 | 99.82094 | 101.42538 | 99.95352 | 99.94129 | 99.87751 | 98.77981 | 100.22684 | 100.20465 | 99.97603 | 0.57688 |
| 2008 | 99.86786 | 99.84001 | 100.02256 | 100.51946 | 99.55649 | 99.76781 | 100.52434 | 99.27615 | 101.14284 | 100.28281 | 99.70529 | 99.63746 | 0.49726 |
| 2009 | 100.01838 | 99.87574 | 100.24867 | 101.56211 | 99.84400 | 100.40105 | 100.21852 | 99.61195 | 99.78391 | 100.31542 | 99.88662 | 100.15099 | 0.50688 |
| 2010 | 99.69756 | 99.98902 | 101.35969 | 100.17704 | 99.92936 | 99.79016 | 99.83700 | 100.30267 | 100.25828 | 99.38214 | 100.15819 | 100.44416 | 0.48388 |
| 2011 | 98.98427 | 100.45071 | 99.92966 | 99.38356 | 100.05060 | 100.26193 | 99.81207 | 100.12876 | 100.22920 | 99.23977 | 100.60246 | 100.12166 | 0.47881 |
| 2012 | 99.88750 | 99.77074 | 99.71653 | 99.79571 | 100.65366 | 100.16719 | 99.76876 | 99.98142 | 98.68729 | 100.98045 | 99.79757 | 99.16108 | 0.58634 |
| 2013 | 100.54630 | 100.05056 | 99.78964 | 100.55102 | 99.92978 | 99.53356 | 100.09031 | 100.08605 | 100.00491 | 100.35333 | 99.51337 | 99.87421 | 0.32461 |
| 2014 | 100.38135 | 102.09978 | 99.57711 | 100.17543 | 100.01421 | 99.83029 | 99.96475 | 98.38868 | 100.02637 | 101.94487 | 100.21375 | 100.29327 | 0.97064 |
| 2015 | 99.70789 | 99.59114 | 100.72459 | 99.95840 | 99.65323 | 100.09581 | 100.29203 | 99.67188 | 101.41206 | 98.45885 | 100.14613 | 100.40650 | 0.68661 |
| 2016 | 99.24367 | 100.34750 | 100.01355 | 99.73147 | 99.89943 | 100.29784 | 100.00545 | 100.37109 | 99.55904 | 99.92654 | 100.14684 | 99.73529 | 0.32827 |
| 2017 | 100.02603 | 100.06404 | 100.18806 | 98.86980 | 101.14133 | 100.28855 | 99.61306 | 99.97149 | 100.17954 | 99.83805 | 100.01572 | 99.94449 | 0.49293 |
| 2018 | 100.56097 | 99.74694 | 99.70714 | 99.99971 | 100.26795 | 99.70287 | 100.05184 | 100.17622 | 99.80217 | 100.37949 | 99.79969 | 99.86482 | 0.27384 |
| 2019 | 99.97110 | 100.07371 | 0.05599 | ||||||||||
| S.D. | 0.43526 | 0.56512 | 0.44218 | 0.59404 | 0.54957 | 0.26218 | 0.25075 | 0.50848 | 0.69769 | 0.79733 | 0.28298 | 0.34520 |
Table Total- 18203.17465 Mean- 100.01744 Standard Deviation- 0.50588
Minimum- 98.38868 Maximum- 102.09978
Previous Table | Index | Next Table
D 16 Combined adjustment factors
From 2004.Jan to 2019.Feb
Observations 182
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | AVGE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2004 | 100.05478 | 99.28607 | 101.51670 | 100.12857 | 100.79109 | 100.07977 | 99.91282 | 100.46749 | 99.54833 | 99.57388 | 99.30821 | 99.35443 | 100.00184 |
| 2005 | 100.03669 | 99.27468 | 101.47319 | 100.16259 | 100.75290 | 100.08139 | 100.00109 | 100.45626 | 99.56827 | 99.61695 | 99.31907 | 99.28541 | 100.00237 |
| 2006 | 99.98326 | 99.25276 | 101.39988 | 100.19030 | 100.72328 | 100.13476 | 100.13908 | 100.45260 | 99.59793 | 99.68489 | 99.34442 | 99.16160 | 100.00540 |
| 2007 | 99.85575 | 99.22358 | 101.30235 | 100.22841 | 100.71598 | 100.19379 | 100.31155 | 100.48244 | 99.63055 | 99.69860 | 99.42107 | 99.05709 | 100.01010 |
| 2008 | 99.67725 | 99.23788 | 101.14136 | 100.21886 | 100.72548 | 100.31758 | 100.41325 | 100.53142 | 99.70708 | 99.66125 | 99.55862 | 99.01040 | 100.01670 |
| 2009 | 99.45880 | 99.24036 | 100.93030 | 100.21411 | 100.78403 | 100.43764 | 100.45472 | 100.60136 | 99.77563 | 99.59579 | 99.67747 | 98.97682 | 100.01225 |
| 2010 | 99.33251 | 99.27287 | 100.69314 | 100.21439 | 100.85957 | 100.54678 | 100.39041 | 100.67033 | 99.81549 | 99.57726 | 99.73570 | 98.97210 | 100.00671 |
| 2011 | 99.33502 | 99.31474 | 100.45440 | 100.23457 | 100.95273 | 100.54924 | 100.28207 | 100.75604 | 99.78137 | 99.58854 | 99.77544 | 98.99016 | 100.00119 |
| 2012 | 99.43624 | 99.36359 | 100.30229 | 100.24908 | 100.95280 | 100.52658 | 100.19384 | 100.77039 | 99.68432 | 99.66718 | 99.81870 | 99.06602 | 100.00259 |
| 2013 | 99.50982 | 99.38698 | 100.23092 | 100.28419 | 100.88585 | 100.52625 | 100.16241 | 100.75931 | 99.50931 | 99.78432 | 99.81081 | 99.10334 | 99.99613 |
| 2014 | 99.57824 | 99.40521 | 100.29887 | 100.32509 | 100.75358 | 100.58300 | 100.15256 | 100.69666 | 99.31653 | 99.89791 | 99.76924 | 99.16198 | 99.99490 |
| 2015 | 99.64840 | 99.42051 | 100.37433 | 100.33724 | 100.66289 | 100.64447 | 100.13189 | 100.67099 | 99.14147 | 99.96367 | 99.72146 | 99.20880 | 99.99384 |
| 2016 | 99.70978 | 99.42738 | 100.48702 | 100.32032 | 100.59258 | 100.70140 | 100.12744 | 100.59892 | 99.06706 | 99.98607 | 99.66479 | 99.25760 | 99.99503 |
| 2017 | 99.77639 | 99.42895 | 100.52111 | 100.28627 | 100.60932 | 100.74200 | 100.12617 | 100.56361 | 99.01500 | 100.01677 | 99.57629 | 99.22281 | 99.99039 |
| 2018 | 99.88128 | 99.42545 | 100.54441 | 100.30583 | 100.63218 | 100.73735 | 100.12266 | 100.50780 | 99.03207 | 100.04104 | 99.47424 | 99.19565 | 99.99166 |
| 2019 | 100.00150 | 99.41868 | 99.71009 | ||||||||||
| AVGE | 99.70473 | 99.33623 | 100.77802 | 100.24665 | 100.75962 | 100.45347 | 100.19480 | 100.59904 | 99.47936 | 99.75694 | 99.59837 | 99.13495 |
Table Total- 18199.67362 Mean- 99.99821 Standard Deviation- 0.58652
Minimum- 98.97210 Maximum- 101.51670
D 16.A Combined adjustment component forecasts
From 2019.Mar to 2020.Feb
Observations 12
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | AVGE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | 100.52053 | 100.32476 | 100.66595 | 100.72035 | 100.09910 | 100.49560 | 99.04576 | 100.05533 | 99.42385 | 99.17533 | 100.05266 | ||
| 2020 | 100.08135 | 99.38499 | 99.73317 |
Previous Table | Index | Next Table
E 4 Ratios of annual totals
From 2004 to 2018
Observations 15
| Unmodified (D11) |
Modified (E3) |
|
|---|---|---|
| 2004 | 99.99735 | 99.99735 |
| 2005 | 100.00227 | 100.00227 |
| 2006 | 100.00342 | 100.00342 |
| 2007 | 100.00785 | 100.00662 |
| 2008 | 100.01870 | 100.01899 |
| 2009 | 100.01282 | 100.01256 |
| 2010 | 100.00664 | 100.00587 |
| 2011 | 100.00036 | 100.00036 |
| 2012 | 100.00414 | 100.00379 |
| 2013 | 99.99645 | 99.99645 |
| 2014 | 99.99150 | 99.99362 |
| 2015 | 99.99291 | 99.99387 |
| 2016 | 99.99562 | 99.99562 |
| 2017 | 99.98987 | 99.98956 |
| 2018 | 99.99003 | 99.99003 |
Previous Table | Index | Next Table
E 5 Month-to-month percent change in the original series
From 2004.Feb to 2019.Feb
Observations 181
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | AVGE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2004 | -0.34461 | 2.80171 | -0.80980 | 0.57445 | -0.08412 | 0.22887 | 0.57917 | -0.28330 | 0.50474 | 0.15324 | 0.97526 | 0.39051 | |
| 2005 | 0.17196 | -0.36314 | 2.44104 | -0.99013 | 0.35170 | -0.18972 | -0.78683 | 1.10993 | -0.56516 | -1.30527 | 0.27551 | 0.61396 | 0.06366 |
| 2006 | 1.09908 | -0.68950 | 2.59055 | -1.68127 | 1.84287 | -1.17620 | 0.55653 | 0.84561 | -1.27613 | 0.62082 | 0.38540 | -0.31098 | 0.23390 |
| 2007 | 1.77835 | -0.83654 | 1.94192 | -0.94905 | 2.26955 | -1.71174 | 0.45825 | 0.52401 | -1.54808 | 1.85309 | -0.07924 | -0.47398 | 0.26888 |
| 2008 | 0.51884 | -0.54681 | 1.97400 | -0.58372 | -0.65008 | -0.42681 | 0.56106 | -1.45879 | 0.68567 | -1.20508 | -0.86883 | -0.63344 | -0.21950 |
| 2009 | 1.05140 | 0.05144 | 2.61327 | 1.10572 | -0.73141 | 0.47111 | -0.01688 | -0.38319 | -0.60732 | 0.40182 | -0.25773 | -0.29309 | 0.28376 |
| 2010 | 0.09516 | 0.41846 | 3.00417 | -1.43380 | 0.61019 | -0.25105 | 0.10476 | 0.96628 | -0.66974 | -0.90133 | 1.08630 | -0.44190 | 0.21562 |
| 2011 | -1.13082 | 1.37903 | 0.54618 | -0.76748 | 1.49038 | 0.02105 | -0.43960 | 1.07955 | -0.62422 | -1.03377 | 1.60339 | -1.28026 | 0.07029 |
| 2012 | 0.19766 | -0.15133 | 1.01383 | 0.19610 | 1.74916 | -0.75469 | -0.69640 | 0.72912 | -2.42525 | 2.29715 | -0.91095 | -1.15376 | 0.00755 |
| 2013 | 2.14394 | -0.34024 | 0.80297 | 0.92834 | 0.00843 | -0.77112 | 0.16078 | 0.56264 | -1.34317 | 0.60873 | -0.83697 | -0.39800 | 0.12720 |
| 2014 | 0.93835 | 1.49219 | -1.63239 | 0.61064 | 0.29211 | -0.26447 | -0.11178 | -0.81075 | 0.46077 | 2.61902 | -1.82180 | -0.64998 | 0.09349 |
| 2015 | -0.31997 | -0.61160 | 1.83238 | -1.04141 | -0.19563 | 0.23833 | -0.45229 | -0.18298 | 0.14114 | -2.14489 | 1.40620 | -0.34100 | -0.13931 |
| 2016 | -0.75662 | 0.71947 | 0.66275 | -0.45300 | 0.45866 | 0.51960 | -0.88752 | 0.77429 | -2.36912 | 1.29972 | 0.00836 | -0.58847 | -0.05099 |
| 2017 | 1.14592 | 0.04034 | 1.53620 | -1.31642 | 2.80303 | -0.58924 | -1.18177 | 0.93543 | -1.15096 | 0.87861 | -0.07706 | -0.27562 | 0.22904 |
| 2018 | 1.38900 | -1.19449 | 1.17815 | 0.18651 | 0.79362 | -0.19102 | 0.03830 | 0.79451 | -1.60447 | 1.81436 | -0.94416 | -0.01444 | 0.18716 |
| 2019 | 1.11798 | -0.27379 | 0.42209 | ||||||||||
| AVGE | 0.62935 | -0.07820 | 1.55378 | -0.46658 | 0.77780 | -0.34401 | -0.16430 | 0.40432 | -0.87862 | 0.42051 | -0.05856 | -0.35105 |
Table Total- 21.58865 Mean- 0.11927 Standard Deviation- 1.09613
Minimum- -2.42525 Maximum- 3.00417
Previous Table | Index | Next Table
E 6 Month-to-month percent change in seasonally adjusted series (D11)
From 2004.Feb to 2019.Feb
Observations 181
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | AVGE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2004 | 0.42695 | 0.54284 | 0.56532 | -0.08665 | 0.62604 | 0.39635 | 0.02389 | 0.63742 | 0.47896 | 0.42117 | 0.92828 | 0.45096 | |
| 2005 | -0.51123 | 0.40165 | 0.22157 | 0.30539 | -0.23626 | 0.47998 | -0.70716 | 0.65180 | 0.32164 | -1.35349 | 0.57625 | 0.64808 | 0.06652 |
| 2006 | 0.39344 | 0.04142 | 0.41822 | -0.49429 | 1.30396 | -0.59538 | 0.55220 | 0.53086 | -0.42896 | 0.53304 | 0.72944 | -0.12718 | 0.23806 |
| 2007 | 1.07083 | -0.20476 | -0.14998 | 0.11228 | 1.77446 | -1.19949 | 0.34032 | 0.35304 | -0.70627 | 1.78357 | 0.19968 | -0.10828 | 0.27212 |
| 2008 | -0.10656 | -0.10649 | 0.05486 | 0.33139 | -1.14978 | -0.02193 | 0.46524 | -1.57462 | 1.51810 | -1.15965 | -0.76664 | -0.08325 | -0.21661 |
| 2009 | 0.59583 | 0.27166 | 0.89515 | 1.82828 | -1.29276 | 0.81762 | -0.03388 | -0.52839 | 0.21524 | 0.58311 | -0.33946 | 0.41273 | 0.28543 |
| 2010 | -0.26327 | 0.47878 | 1.55131 | -0.96293 | -0.03339 | 0.05927 | 0.26068 | 0.68554 | 0.18095 | -0.66426 | 0.92571 | 0.32622 | 0.21205 |
| 2011 | -1.49203 | 1.39973 | -0.59453 | -0.54984 | 0.76839 | 0.42242 | -0.17435 | 0.60406 | 0.34648 | -0.84215 | 1.41308 | -0.49713 | 0.06701 |
| 2012 | -0.25183 | -0.07832 | 0.06847 | 0.24929 | 1.03988 | -0.33390 | -0.36662 | 0.15281 | -1.36217 | 2.31475 | -1.06136 | -0.40275 | -0.00265 |
| 2013 | 1.68839 | -0.21707 | -0.04578 | 0.87473 | -0.58799 | -0.41616 | 0.52461 | -0.03309 | -0.10388 | 0.33145 | -0.86330 | 0.31303 | 0.12208 |
| 2014 | 0.45697 | 1.66885 | -2.50884 | 0.58435 | -0.13442 | -0.09532 | 0.31752 | -1.34670 | 1.85679 | 2.02181 | -1.69518 | -0.04157 | 0.09035 |
| 2015 | -0.80655 | -0.38378 | 0.86470 | -1.00482 | -0.51851 | 0.25667 | 0.05730 | -0.71750 | 1.68608 | -2.94975 | 1.65251 | 0.17399 | -0.14080 |
| 2016 | -1.25525 | 1.00554 | -0.39875 | -0.28758 | 0.18677 | 0.41098 | -0.31938 | 0.30199 | -0.85947 | 0.36863 | 0.33074 | -0.18065 | -0.05804 |
| 2017 | 0.62000 | 0.38992 | 0.43300 | -1.08533 | 2.47293 | -0.72016 | -0.57398 | 0.49637 | 0.39505 | -0.13179 | 0.36495 | 0.07965 | 0.22838 |
| 2018 | 0.72058 | -0.74149 | 0.05213 | 0.42481 | 0.46675 | -0.29522 | 0.65247 | 0.40827 | -0.13823 | 0.78750 | -0.37973 | 0.26637 | 0.18535 |
| 2019 | 0.30313 | 0.31083 | 0.30698 | ||||||||||
| AVGE | 0.07750 | 0.29147 | 0.09362 | 0.05940 | 0.26489 | -0.04031 | 0.09275 | 0.00055 | 0.23725 | 0.14012 | 0.10052 | 0.11384 |
Table Total- 21.76563 Mean- 0.12025 Standard Deviation- 0.82913
Minimum- -2.94975 Maximum- 2.47293
Previous Table | Index | Next Table
E 7 Month-to-month percent change in final trend cycle (D12)
From 2004.Feb to 2019.Feb
Observations 181
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | AVGE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2004 | 0.31643 | 0.35363 | 0.37553 | 0.36681 | 0.34291 | 0.35171 | 0.39478 | 0.43931 | 0.45037 | 0.42548 | 0.36077 | 0.37979 | |
| 2005 | 0.29963 | 0.21868 | 0.13983 | 0.10299 | 0.09482 | 0.07787 | 0.03979 | 0.00543 | 0.01086 | 0.05463 | 0.09434 | 0.14962 | 0.10737 |
| 2006 | 0.20447 | 0.23132 | 0.26013 | 0.24828 | 0.21400 | 0.21256 | 0.21917 | 0.23529 | 0.27721 | 0.32951 | 0.35300 | 0.34157 | 0.26054 |
| 2007 | 0.27430 | 0.20687 | 0.14259 | 0.11689 | 0.16450 | 0.25540 | 0.35259 | 0.41713 | 0.39714 | 0.31407 | 0.22188 | 0.12015 | 0.24863 |
| 2008 | 0.00163 | -0.07862 | -0.12776 | -0.16458 | -0.19364 | -0.23370 | -0.29084 | -0.33713 | -0.35551 | -0.31200 | -0.19186 | -0.01523 | -0.19160 |
| 2009 | 0.21270 | 0.41487 | 0.51981 | 0.51140 | 0.40578 | 0.25826 | 0.14818 | 0.07732 | 0.04253 | 0.05019 | 0.08837 | 0.14767 | 0.23976 |
| 2010 | 0.19034 | 0.18590 | 0.17805 | 0.20626 | 0.21438 | 0.19884 | 0.21364 | 0.21810 | 0.22531 | 0.21147 | 0.14372 | 0.04058 | 0.18555 |
| 2011 | -0.03916 | -0.08057 | -0.07622 | -0.00337 | 0.09657 | 0.21076 | 0.27557 | 0.28586 | 0.24593 | 0.14646 | 0.03940 | -0.01930 | 0.09016 |
| 2012 | -0.01800 | 0.03862 | 0.12287 | 0.16975 | 0.17863 | 0.15013 | 0.03128 | -0.06021 | -0.06869 | -0.00871 | 0.11133 | 0.23654 | 0.07363 |
| 2013 | 0.28744 | 0.27735 | 0.21557 | 0.11089 | 0.03003 | -0.01974 | -0.03455 | -0.02884 | -0.02282 | -0.01690 | -0.02652 | -0.04939 | 0.06021 |
| 2014 | -0.05056 | -0.04232 | -0.03902 | -0.01641 | 0.02656 | 0.08873 | 0.18259 | 0.23360 | 0.18913 | 0.10186 | 0.00296 | -0.12083 | 0.04636 |
| 2015 | -0.22418 | -0.26701 | -0.27032 | -0.24601 | -0.21387 | -0.18662 | -0.13846 | -0.09978 | -0.05880 | -0.03879 | -0.06015 | -0.08578 | -0.15748 |
| 2016 | -0.09827 | -0.10553 | -0.06618 | -0.00556 | 0.01832 | 0.01212 | -0.02794 | -0.06340 | -0.05083 | -0.00049 | 0.11003 | 0.23125 | -0.00387 |
| 2017 | 0.32754 | 0.35178 | 0.30868 | 0.23353 | 0.17149 | 0.12405 | 0.10023 | 0.13606 | 0.18655 | 0.20980 | 0.18666 | 0.15098 | 0.20728 |
| 2018 | 0.10312 | 0.06856 | 0.09207 | 0.13099 | 0.19797 | 0.26986 | 0.30141 | 0.28361 | 0.23605 | 0.20783 | 0.19903 | 0.20097 | 0.19096 |
| 2019 | 0.19651 | 0.20798 | 0.20224 | ||||||||||
| AVGE | 0.11117 | 0.12152 | 0.11692 | 0.11804 | 0.11816 | 0.11743 | 0.11496 | 0.11319 | 0.11289 | 0.11329 | 0.11318 | 0.11264 |
Table Total- 20.87203 Mean- 0.11532 Standard Deviation- 0.21217
Minimum- -0.35551 Maximum- 0.51981
Previous Table | Index | Next Table
E 8 Month-to-month percent change in original series adjusted for calendar factors (A18)
From 2004.Feb to 2019.Feb
Observations 181
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | AVGE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2004 | -0.34461 | 2.80171 | -0.80980 | 0.57445 | -0.08412 | 0.22887 | 0.57917 | -0.28330 | 0.50474 | 0.15324 | 0.97526 | 0.39051 | |
| 2005 | 0.17196 | -0.36314 | 2.44104 | -0.99013 | 0.35170 | -0.18972 | -0.78683 | 1.10993 | -0.56516 | -1.30527 | 0.27551 | 0.61396 | 0.06366 |
| 2006 | 1.09908 | -0.68950 | 2.59055 | -1.68127 | 1.84287 | -1.17620 | 0.55653 | 0.84561 | -1.27613 | 0.62082 | 0.38540 | -0.31098 | 0.23390 |
| 2007 | 1.77835 | -0.83654 | 1.94192 | -0.94905 | 2.26955 | -1.71174 | 0.45825 | 0.52401 | -1.54808 | 1.85309 | -0.07924 | -0.47398 | 0.26888 |
| 2008 | 0.51884 | -0.54681 | 1.97400 | -0.58372 | -0.65008 | -0.42681 | 0.56106 | -1.45879 | 0.68567 | -1.20508 | -0.86883 | -0.63344 | -0.21950 |
| 2009 | 1.05140 | 0.05144 | 2.61327 | 1.10572 | -0.73141 | 0.47111 | -0.01688 | -0.38319 | -0.60732 | 0.40182 | -0.25773 | -0.29309 | 0.28376 |
| 2010 | 0.09516 | 0.41846 | 3.00417 | -1.43380 | 0.61019 | -0.25105 | 0.10476 | 0.96628 | -0.66974 | -0.90133 | 1.08630 | -0.44190 | 0.21562 |
| 2011 | -1.13082 | 1.37903 | 0.54618 | -0.76748 | 1.49038 | 0.02105 | -0.43960 | 1.07955 | -0.62422 | -1.03377 | 1.60339 | -1.28026 | 0.07029 |
| 2012 | 0.19766 | -0.15133 | 1.01383 | 0.19610 | 1.74916 | -0.75469 | -0.69640 | 0.72912 | -2.42525 | 2.29715 | -0.91095 | -1.15376 | 0.00755 |
| 2013 | 2.14394 | -0.34024 | 0.80297 | 0.92834 | 0.00843 | -0.77112 | 0.16078 | 0.56264 | -1.34317 | 0.60873 | -0.83697 | -0.39800 | 0.12720 |
| 2014 | 0.93835 | 1.49219 | -1.63239 | 0.61064 | 0.29211 | -0.26447 | -0.11178 | -0.81075 | 0.46077 | 2.61902 | -1.82180 | -0.64998 | 0.09349 |
| 2015 | -0.31997 | -0.61160 | 1.83238 | -1.04141 | -0.19563 | 0.23833 | -0.45229 | -0.18298 | 0.14114 | -2.14489 | 1.40620 | -0.34100 | -0.13931 |
| 2016 | -0.75662 | 0.71947 | 0.66275 | -0.45300 | 0.45866 | 0.51960 | -0.88752 | 0.77429 | -2.36912 | 1.29972 | 0.00836 | -0.58847 | -0.05099 |
| 2017 | 1.14592 | 0.04034 | 1.53620 | -1.31642 | 2.80303 | -0.58924 | -1.18177 | 0.93543 | -1.15096 | 0.87861 | -0.07706 | -0.27562 | 0.22904 |
| 2018 | 1.38900 | -1.19449 | 1.17815 | 0.18651 | 0.79362 | -0.19102 | 0.03830 | 0.79451 | -1.60447 | 1.81436 | -0.94416 | -0.01444 | 0.18716 |
| 2019 | 1.11798 | -0.27379 | 0.42209 | ||||||||||
| AVGE | 0.62935 | -0.07820 | 1.55378 | -0.46658 | 0.77780 | -0.34401 | -0.16430 | 0.40432 | -0.87862 | 0.42051 | -0.05856 | -0.35105 |
Table Total- 21.58865 Mean- 0.11927 Standard Deviation- 1.09613
Minimum- -2.42525 Maximum- 3.00417
Previous Table | Index | Next Table
E 18 Final adjustment ratios
From 2004.Jan to 2019.Feb
Observations 182
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | AVGE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2004 | 100.05478 | 99.28607 | 101.51670 | 100.12857 | 100.79109 | 100.07977 | 99.91282 | 100.46749 | 99.54833 | 99.57388 | 99.30821 | 99.35443 | 100.00184 |
| 2005 | 100.03669 | 99.27468 | 101.47319 | 100.16259 | 100.75290 | 100.08139 | 100.00109 | 100.45626 | 99.56827 | 99.61695 | 99.31907 | 99.28541 | 100.00237 |
| 2006 | 99.98326 | 99.25276 | 101.39988 | 100.19030 | 100.72328 | 100.13476 | 100.13908 | 100.45260 | 99.59793 | 99.68489 | 99.34442 | 99.16160 | 100.00540 |
| 2007 | 99.85575 | 99.22358 | 101.30235 | 100.22841 | 100.71598 | 100.19379 | 100.31155 | 100.48244 | 99.63055 | 99.69860 | 99.42107 | 99.05709 | 100.01010 |
| 2008 | 99.67725 | 99.23788 | 101.14136 | 100.21886 | 100.72548 | 100.31758 | 100.41325 | 100.53142 | 99.70708 | 99.66125 | 99.55862 | 99.01040 | 100.01670 |
| 2009 | 99.45880 | 99.24036 | 100.93030 | 100.21411 | 100.78403 | 100.43764 | 100.45472 | 100.60136 | 99.77563 | 99.59579 | 99.67747 | 98.97682 | 100.01225 |
| 2010 | 99.33251 | 99.27287 | 100.69314 | 100.21439 | 100.85957 | 100.54678 | 100.39041 | 100.67033 | 99.81549 | 99.57726 | 99.73570 | 98.97210 | 100.00671 |
| 2011 | 99.33502 | 99.31474 | 100.45440 | 100.23457 | 100.95273 | 100.54924 | 100.28207 | 100.75604 | 99.78137 | 99.58854 | 99.77544 | 98.99016 | 100.00119 |
| 2012 | 99.43624 | 99.36359 | 100.30229 | 100.24908 | 100.95280 | 100.52658 | 100.19384 | 100.77039 | 99.68432 | 99.66718 | 99.81870 | 99.06602 | 100.00259 |
| 2013 | 99.50982 | 99.38698 | 100.23092 | 100.28419 | 100.88585 | 100.52625 | 100.16241 | 100.75931 | 99.50931 | 99.78432 | 99.81081 | 99.10334 | 99.99613 |
| 2014 | 99.57824 | 99.40521 | 100.29887 | 100.32509 | 100.75358 | 100.58300 | 100.15256 | 100.69666 | 99.31653 | 99.89791 | 99.76924 | 99.16198 | 99.99490 |
| 2015 | 99.64840 | 99.42051 | 100.37433 | 100.33724 | 100.66289 | 100.64447 | 100.13189 | 100.67099 | 99.14147 | 99.96367 | 99.72146 | 99.20880 | 99.99384 |
| 2016 | 99.70978 | 99.42738 | 100.48702 | 100.32032 | 100.59258 | 100.70140 | 100.12744 | 100.59892 | 99.06706 | 99.98607 | 99.66479 | 99.25760 | 99.99503 |
| 2017 | 99.77639 | 99.42895 | 100.52111 | 100.28627 | 100.60932 | 100.74200 | 100.12617 | 100.56361 | 99.01500 | 100.01677 | 99.57629 | 99.22281 | 99.99039 |
| 2018 | 99.88128 | 99.42545 | 100.54441 | 100.30583 | 100.63218 | 100.73735 | 100.12266 | 100.50780 | 99.03207 | 100.04104 | 99.47424 | 99.19565 | 99.99166 |
| 2019 | 100.00150 | 99.41868 | 99.71009 | ||||||||||
| AVGE | 99.70473 | 99.33623 | 100.77802 | 100.24665 | 100.75962 | 100.45347 | 100.19480 | 100.59904 | 99.47936 | 99.75694 | 99.59837 | 99.13495 |
Table Total- 18199.67362 Mean- 99.99821 Standard Deviation- 0.58652
Minimum- 98.97210 Maximum- 101.51670
E 18.A Final adjustment ratio forecasts
From 2019.Mar to 2020.Feb
Observations 12
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | AVGE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | 100.52053 | 100.32476 | 100.66595 | 100.72035 | 100.09910 | 100.49560 | 99.04576 | 100.05533 | 99.42385 | 99.17533 | 100.05266 | ||
| 2020 | 100.08135 | 99.38499 | 99.73317 |
Previous Table | Index | Next Table
F 2. Summary Measures
F 2.A: Average percent change without regard to sign over the indicated span
| B1 O |
D11 CI |
D13 I |
D12 C |
D10 S |
A2 P |
D18 TD&H |
F1 mcd |
E1 Mod.O |
E2 Mod.CI |
E3 Mod.I |
|
|---|---|---|---|---|---|---|---|---|---|---|---|
| Span 1 | 0.87 | 0.63 | 0.58 | 0.18 | 0.55 | 0.00 | 0.00 | 0.25 | 0.75 | 0.45 | 0.39 |
| Span 2 | 0.90 | 0.71 | 0.59 | 0.35 | 0.54 | 0.00 | 0.00 | 0.43 | 0.79 | 0.57 | 0.41 |
| Span 3 | 0.98 | 0.75 | 0.48 | 0.51 | 0.64 | 0.00 | 0.00 | 0.59 | 0.90 | 0.63 | 0.31 |
| Span 4 | 1.23 | 0.93 | 0.56 | 0.67 | 0.85 | 0.00 | 0.00 | 0.73 | 1.12 | 0.79 | 0.36 |
| Span 5 | 1.26 | 1.02 | 0.53 | 0.82 | 0.86 | 0.00 | 0.00 | 0.86 | 1.19 | 0.93 | 0.36 |
| Span 6 | 1.41 | 1.10 | 0.49 | 0.97 | 1.01 | 0.00 | 0.00 | 0.98 | 1.35 | 1.04 | 0.32 |
| Span 7 | 1.50 | 1.27 | 0.58 | 1.10 | 0.86 | 0.00 | 0.00 | 1.10 | 1.41 | 1.20 | 0.38 |
| Span 8 | 1.50 | 1.33 | 0.52 | 1.24 | 0.86 | 0.00 | 0.00 | 1.22 | 1.47 | 1.29 | 0.35 |
| Span 9 | 1.56 | 1.43 | 0.47 | 1.36 | 0.66 | 0.00 | 0.00 | 1.33 | 1.53 | 1.39 | 0.32 |
| Span 10 | 1.64 | 1.59 | 0.58 | 1.47 | 0.54 | 0.00 | 0.00 | 1.44 | 1.57 | 1.53 | 0.38 |
| Span 11 | 1.66 | 1.65 | 0.47 | 1.58 | 0.55 | 0.00 | 0.00 | 1.55 | 1.67 | 1.62 | 0.33 |
| Span 12 | 1.78 | 1.77 | 0.55 | 1.68 | 0.06 | 0.00 | 0.00 | 1.66 | 1.73 | 1.73 | 0.36 |
F 2.B: Relative contributions to the variance of the percent change in the components of the original series
| E3 I |
D12 C |
D10 S |
A2 P |
D18 TD&H |
TOTAL | Ratio (X100) |
|
|---|---|---|---|---|---|---|---|
| Span 1 | 31.40 | 6.26 | 62.34 | 0.00 | 0.00 | 100.00 | 87.74 |
| Span 2 | 28.94 | 20.96 | 50.10 | 0.00 | 0.00 | 100.00 | 92.56 |
| Span 3 | 12.14 | 34.14 | 53.72 | 0.00 | 0.00 | 100.00 | 95.39 |
| Span 4 | 10.09 | 34.48 | 55.44 | 0.00 | 0.00 | 100.00 | 103.70 |
| Span 5 | 8.61 | 43.81 | 47.58 | 0.00 | 0.00 | 100.00 | 108.77 |
| Span 6 | 5.02 | 45.54 | 49.45 | 0.00 | 0.00 | 100.00 | 112.13 |
| Span 7 | 6.93 | 57.78 | 35.29 | 0.00 | 0.00 | 100.00 | 106.14 |
| Span 8 | 5.22 | 64.00 | 30.78 | 0.00 | 0.00 | 100.00 | 109.66 |
| Span 9 | 4.40 | 77.35 | 18.25 | 0.00 | 0.00 | 100.00 | 101.70 |
| Span 10 | 5.66 | 83.08 | 11.27 | 0.00 | 0.00 | 100.00 | 105.41 |
| Span 11 | 3.75 | 85.90 | 10.35 | 0.00 | 0.00 | 100.00 | 103.85 |
| Span 12 | 4.47 | 95.42 | 0.11 | 0.00 | 0.00 | 100.00 | 99.05 |
F 2.C: Average percent change with regard to sign and standard deviation over indicated span
| B1 O |
D13 I |
D12 C |
D10 S |
D11 CI |
F1 mcd |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg. | S.D. | Avg. | S.D. | Avg. | S.D. | Avg. | S.D. | Avg. | S.D. | Avg. | S.D. | |
| Span 1 | 0.12 | 1.09 | 0.00 | 0.80 | 0.12 | 0.18 | -0.00 | 0.72 | 0.12 | 0.82 | 0.11 | 0.29 |
| Span 2 | 0.24 | 1.10 | 0.01 | 0.78 | 0.23 | 0.35 | 0.00 | 0.64 | 0.23 | 0.87 | 0.23 | 0.48 |
| Span 3 | 0.34 | 1.24 | 0.00 | 0.68 | 0.34 | 0.51 | -0.01 | 0.84 | 0.35 | 0.88 | 0.34 | 0.64 |
| Span 4 | 0.44 | 1.46 | 0.00 | 0.79 | 0.45 | 0.67 | -0.01 | 0.97 | 0.46 | 1.06 | 0.45 | 0.76 |
| Span 5 | 0.55 | 1.49 | 0.00 | 0.70 | 0.56 | 0.80 | -0.02 | 0.95 | 0.57 | 1.09 | 0.55 | 0.86 |
| Span 6 | 0.65 | 1.62 | 0.00 | 0.68 | 0.67 | 0.92 | -0.02 | 1.10 | 0.67 | 1.16 | 0.66 | 0.97 |
| Span 7 | 0.76 | 1.66 | 0.00 | 0.80 | 0.78 | 1.04 | -0.02 | 0.96 | 0.78 | 1.32 | 0.76 | 1.07 |
| Span 8 | 0.86 | 1.67 | 0.01 | 0.71 | 0.88 | 1.14 | -0.02 | 0.98 | 0.88 | 1.34 | 0.86 | 1.15 |
| Span 9 | 0.97 | 1.63 | 0.00 | 0.64 | 0.98 | 1.23 | -0.02 | 0.85 | 0.98 | 1.38 | 0.96 | 1.23 |
| Span 10 | 1.07 | 1.67 | 0.01 | 0.79 | 1.08 | 1.31 | -0.01 | 0.65 | 1.08 | 1.53 | 1.05 | 1.31 |
| Span 11 | 1.17 | 1.69 | 0.01 | 0.66 | 1.17 | 1.39 | -0.00 | 0.71 | 1.17 | 1.54 | 1.14 | 1.38 |
| Span 12 | 1.26 | 1.64 | 0.00 | 0.75 | 1.26 | 1.46 | 0.00 | 0.08 | 1.26 | 1.64 | 1.23 | 1.46 |
F 2.D: Average duration of run
| CI | I | C | mcd |
|---|---|---|---|
| 1.69 | 1.55 | 12.07 | 2.84 |
F 2.E: I/C Ratio for months span
| Span 1 | Span 2 | Span 3 | Span 4 | Span 5 | Span 6 | Span 7 | Span 8 | Span 9 | Span 10 | Span 11 | Span 12 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| I/C | 3.31 | 1.68 | 0.94 | 0.83 | 0.65 | 0.50 | 0.52 | 0.42 | 0.35 | 0.40 | 0.30 | 0.33 |
months for cyclical dominance: 3
Relative contribution of the components to the stationary portion of the variance in the original series
| I | C | S | P | TD&H | Total |
|---|---|---|---|---|---|
| 2.58 | 88.13 | 8.96 | 0.00 | 0.00 | 99.67 |
F 2.G: The autocorrelation of the irregulars for spans 1 to 14
| Span 1 | Span 2 | Span 3 | Span 4 | Span 5 | Span 6 | Span 7 | Span 8 | Span 9 | Span 10 | Span 11 | Span 12 | Span 13 | Span 14 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ACF | -0.24 | -0.17 | 0.12 | -0.20 | 0.07 | 0.13 | -0.23 | 0.05 | 0.23 | -0.18 | 0.21 | -0.06 | -0.19 | 0.17 |
F 2.H:
The final I/C Ratio from Table D12: 2.18
The final I/S Ratio from Table D10: 5.11
F 2.I: Seasonality tests
| Statistic | Probability level |
|
|---|---|---|
| F-test for stable seasonality from Table B 1. | 11.479 | 0.00% |
| F-test for stable seasonality from Table D 8. | 15.835 | 0.00% |
| Kruskal-Wallis Chi Squared test for stable seasonality from Table D 8. | 99.497 | 0.00% |
| F-test for moving seasonality from Table D 8. | 0.446 | 95.67% |
Previous Table | Index | Next Table
F 3. Monitoring and Quality Assessment Statistics
All the measures below are in the range from 0 to 3 with an acceptance region from 0 to 1.
| 1. The relative contribution of the irregular over threemonths span (from Table F 2.B). | M1 = 1.214 |
| 2. The relative contribution of the irregular component to the stationary portion of the variance (from Table F 2.F). | M2 = 0.258 |
| 3. The amount of month to month change in the irregular component as compared to the amount of month to monthchange in the trend-cycle (from Table F2.H). | M3 = 0.591 |
| 4. The amount of autocorrelation in the irregular as described by the average duration of run (Table F 2.D). | M4 = 0.274 |
| 5. The number of months it takes the change in the trend-cycleto surpass the amount of change in the irregular (from Table F 2.E). | M5 = 0.483 |
| 6. The amount of year to year change in the irregular as compared to the amount of year to year change in the seasonal (from Table F 2.H). | M6 = 0.444 |
| 7. The amount of moving seasonality present relative to the amount of stable seasonality (from Table F 2.I). | M7 = 0.513 |
| 8. The size of the fluctuations in the seasonal component throughout the whole series. | M8 = 0.988 |
| 9. The average linear movement in the seasonal component throughout the whole series. | M9 = 0.375 |
| 10. Same as 8, calculated for recent years only. | M10 = 1.021 |
| 11. Same as 9, calculated for recent years only. | M11 = 1.005 |
ACCEPTED at the level 0.60
Check the 3 above measures which failed.
Q (without M2) = 0.64 ACCEPTED
Previous Table | Index | Next Table
QS Statistics for seasonality
| QS | p-value | |
|---|---|---|
| Original Series | 30.30 | 0.0000 |
| Original Series (extreme value adjusted) | 30.30 | 0.0000 |
| Residuals | 0.00 | 1.0000 |
| Seasonally Adjusted Series | 0.00 | 1.0000 |
| Seasonally Adjusted Series (extreme value adjusted) | 0.00 | 1.0000 |
| Irregular Series | 0.00 | 1.0000 |
| Irregular Series (extreme value adjusted) | 0.00 | 1.0000 |
| QS | p-value | |
|---|---|---|
| Original Series | 5.58 | 0.0613 |
| Original Series (extreme value adjusted) | 5.58 | 0.0613 |
| Residuals | 0.00 | 1.0000 |
| Seasonally Adjusted Series | 0.00 | 1.0000 |
| Seasonally Adjusted Series (extreme value adjusted) | 0.00 | 1.0000 |
| Irregular Series | 0.00 | 1.0000 |
| Irregular Series (extreme value adjusted) | 0.00 | 1.0000 |
Visually significant residual trading day peaks have been found in the spectral plots of the following series starting in 2011.Mar:
- differenced, transformed original series (Table A1 or B1) (1 Trading Day peak(s))
- differenced, transformed seasonally adjusted series (Table E2) (1 Trading Day peak(s))
- Modified irregular component (Table E3) (1 Trading Day peak(s))
WARNING: Series should not be a candidate for seasonal adjustment because the spectrum of the original series (Table A1 or B1) has no visually significant seasonal peaks.
If this is a component series of an indirectly adjusted composite series, consider using type = trend or type = summary in the x11 spec.
Previous Table | Index | Next Table
G 0 10*LOG(SPECTRUM) of the differenced, transformed Original Series (Table A1 or B1)
Spectrum estimated from 2011.Mar to 2019.Feb.
++++++++++I+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++I
-30.09I S I -30.09
I T S I
I T S I
I T S I
-32.08I T S I -32.08
I T S I
I T S* I
I T S* I
-34.06I T S* I -34.06
I *T S* I
I *T S* I
I *T* * S* I
-36.05I *T* * *S* I -36.05
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-38.04I *T**** *S*T* I -38.04
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++++++++++I+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++I
S=SEASONAL FREQUENCIES, T=TRADING DAY FREQUENCIES
Previous Table | Index | Next Table
G 1 10*LOG(SPECTRUM) of the differenced, transformed Seasonally Adjusted Data (Table E2).
Spectrum estimated from 2011.Mar to 2019.Feb.
++++++++++I+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++I
-34.27I T I -34.27
I T I
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-36.06I T I -36.06
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-37.85I T I -37.85
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-39.64I * * T I -39.64
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++++++++++I+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++I
S=SEASONAL FREQUENCIES, T=TRADING DAY FREQUENCIES
Previous Table | Index | Next Table
G 2 10*LOG(SPECTRUM) of the Modified Irregular (Table E3).
Spectrum estimated from 2011.Mar to 2019.Feb.
++++++++++I+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++I
-39.00I T I -39.00
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-41.21I T I -41.21
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-63.28I ** *S*********S*********S*********S*T*******S*T*******SI -63.28
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-65.48I **** **S*********S*********S*********S*T*******S*T*******SI -65.48
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-67.69I**********S*********S*********S*********S*T*******S*T*******SI -67.69
++++++++++I+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++I
S=SEASONAL FREQUENCIES, T=TRADING DAY FREQUENCIES
Previous Table | Index | Next Table
Peak probabilities for Tukey spectrum estimator
Tukey spectrum estimated from 2011.Mar to 2019.Feb.
| S1 | S2 | S3 | S4 | S5 | S6 | TD | |
|---|---|---|---|---|---|---|---|
| Model Residuals | 0.022 | 0.077 | 0.515 | 0.302 | 0.694 | 0.810 | 0.027 |
| Original Series (Table A1 or B1) | 0.799 | 0.504 | 0.538 | 0.323 | 0.931 Link to definition of * * | 0.219 | 0.855 |
| Seasonally adjusted series (E2) | 0.009 | 0.023 | 0.026 | 0.000 | 0.166 | 0.376 | 0.942 Link to definition of * * |
| Modified Irregular (E3) | 0.235 | 0.028 | 0.029 | 0.001 | 0.169 | 0.366 | 0.941 Link to definition of * * |
----------
** - Peak Probability > 0.99,
* - 0.90 < Peak Probability < 0.99
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
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Extreme value as determined by X-11 extreme value procedure.
- Definition of *
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Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
-
Extreme value as determined by X-11 extreme value procedure.
- Definition of *
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Extreme value as determined by X-11 extreme value procedure.
- Definition of *
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Extreme value as determined by X-11 extreme value procedure.
- Definition of *
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Extreme value as determined by X-11 extreme value procedure.
- Definition of *
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Extreme value as determined by X-11 extreme value procedure.
- Definition of *
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Tukey spectral peak probability greater than 0.99
- Definition of *
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Tukey spectral peak probability greater than 0.99
- Definition of *
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Tukey spectral peak probability greater than 0.99