Reading input spec file from E_T.spc U. S. Department of Commerce, U. S. Census Bureau X-12-ARIMA monthly seasonal adjustment Method, Release Version 0.3 Build 177 This method modifies the X-11 variant of Census Method II by J. Shiskin A.H. Young and J.C. Musgrave of February, 1967. and the X-11-ARIMA program based on the methodological research developed by Estela Bee Dagum, Chief of the Seasonal Adjustment and Time Series Staff of Statistics Canada, September, 1979. This version of X-12-ARIMA includes an automatic ARIMA model selection procedure based largely on the procedure of Gomez and Maravall (1998) as implemented in TRAMO (1996). Primary Programmers: Brian Monsell, Mark Otto Series Title- E_T Series Name- E_T Oct 11, 2010 10.22.40 -Period covered- 5th month,1968 to 9th month,2010 -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. Contents of spc file E_T.spc Line # ------ 1: series{ 2: period=12 3: title="E_T" 4: start=1968.5 5: data=( 6: 999 2351 1725 1313 1269 1224 1275 7: 1165 1146 1270 1170 1060 1082 2077 8: 1744 1468 1550 1507 1350 1117 1327 9: 1535 1494 1376 1277 2506 2098 1809 10: 1918 1764 1939 1719 1793 1840 1975 11: 1723 1753 2982 2580 2217 2207 2120 12: 2104 1823 2040 2123 2067 1992 1781 13: 2914 2488 2125 2163 2111 1951 1638 14: 1856 1985 1862 1831 1807 2683 2358 15: 2027 2019 1854 1743 1545 1731 1806 16: 1709 1558 1851 2901 2557 2165 2451 17: 2207 2333 2099 2542 2441 2448 2290 18: 2528 3524 3063 2832 2756 2753 2535 19: 2412 2723 2677 2511 2353 2387 3530 20: 3073 2936 2970 2813 2855 2503 2822 21: 2869 2801 2577 2619 3871 3194 2897 22: 2918 2747 2722 2321 2655 2613 2640 23: 2291 2455 3402 3124 2705 2840 2484 24: 2572 2394 2439 2559 2462 2231 2375 25: 3317 2811 2604 2673 2519 2347 2317 26: 2496 2544 2503 2336 2667 3481 3137 27: 2823 2786 2883 2682 2368 2909 2822 28: 2895 2670 2882 3705 3263 2939 2969 29: 3131 3125 2777 3067 3315 3204 3118 30: 3495 4289 4104 3757 3751 3575 3651 31: 3507 3679 3600 3463 3403 3568 4686 32: 4051 3754 3619 3477 3248 2988 3278 33: 3149 3239 3199 3283 3873 3575 3494 34: 3374 3219 2996 2844 3181 3139 3253 35: 3091 3510 4018 3615 3205 3353 3268 36: 3065 2842 2981 3225 3090 3024 3277 37: 3865 3496 3289 3262 3155 3010 2596 38: 3005 2976 2964 2658 3077 3454 3000 39: 2881 2829 2734 2681 2465 2699 2756 40: 2573 2486 2676 3086 2891 2710 2538 41: 2481 2449 2161 2541 2495 2352 2350 42: 2590 3340 2876 2464 2582 2546 2421 43: 2166 2324 2456 2363 2179 2540 2923 44: 2906 2615 2665 2582 2465 2430 2612 45: 2595 2638 2518 3013 3442 3196 2955 46: 2848 2906 2727 2630 3031 2914 2879 47: 2653 3112 3941 3655 3284 3281 2935 48: 2928 2808 3208 3086 2826 2765 3259 49: 3770 3381 2978 2947 2861 2704 2438 50: 3104.54 3088.96 3137.1 3155.71 3309.25 3813.72 3630.84 51: 3234.56 2935.92 2904.54 2621.56 2277.6 2752.22 2661.32 52: 2679.95 2857.24 2856.53 3636.49 3429.07 2982.16 2906.81 53: 2694.67 2564.36 2321.02 2781.78 2718.96 2758.85 2603.62 54: 3046.09 3496.75 3494.46 2875.35 2711.35 2697.14 2586.85 55: 2462.94 2771.26 2905.46 2847.43 2579.94 2758.83 3317.86 56: 3187.09 2596.88 2569.23 2464.74 2337.86 2093.67 2444.34 57: 2524.86 2529.02 2252.51 2385.33 3141.9 2836.56 2462.59 58: 2387.64 2452.12 2266.74 1916.82 2292.46 2417.39 2200.8 59: 2119.22 2202.25 2818.97 2686.65 2238.59 2296.44 2244.61 60: 2068.58 1864.64 2116.65 2154.23 2157.73 1958.06 2336.7 61: 2824.52 2568.12 2293.36 2014.76 1988.8 2027.6 1840.82 62: 2125.3 2053.25 2023.37 2064.44 2150.47 2804.69 2564.42 63: 2457.26 2331.54 2259.36 2345.21 2199.88 2405.89 2497.11 64: 2687.53 2489.04 2680.83 3370.16 3108.37 2752.28 2548.72 65: 2418.15 2617.35 2291.19 2666.37 2685.47 2796.42 2780.18 66: 2971.4 3900.49 3511.12 3019.6 2862.04 2792.17 2670.65 67: 2440.48 2889 2788.68 2798.32 2628.14 3074.65 3711.53 68: 3404.17 3059.34 2862.45 2879.32 2784.71 2440.66 2637.44 69: 2905.36 2852.29 2799.67 3010.35 3529.33 3326.34 2956.24 70: 2745.7 2707.28 2865.31 2394.76 2581.84 2765.67 2549.22 71: 2396.41 2496.48 3340.55 3306.62 2901.71 2710.79 2554.71 72: 2585.84 2222.07 2539.19 2414.24 2490.15 2420.15 2519.52 73: 3279.05 2969.65 2644.93 2722.54 2629.29 2643.73 2482.58 74: 2610.61 2506.7 2574.04 2401.44 3197.7 3950.22 3995.8 75: 3547.81 3293.9 3232.85 3148.63 3006.07 3202.92 3573.7 76: 3482.31 3508.47 4010.98 5117.45 4855.71 4537.24 4323.36 77: 4282 4340.42 3984.42 4414.49 4252.61 4285.14 4403.46 78: 4538.54 5413.57 5393.32 4968.76 4517.9 ) 79: } 80: transform{function=auto} 81: regression{variables = td} 82: outlier{} 83: automdl{} 84: x11{} Likelihood statistics for model fit to untransformed series. Likelihood Statistics ------------------------------------------------------------------ Number of observations (nobs) 509 Effective number of observations (nefobs) 496 Number of parameters estimated (np) 10 Log likelihood (L) -3119.6028 AIC 6259.2056 AICC (F-corrected-AIC) 6259.6592 Hannan Quinn 6275.7177 BIC 6301.2713 ------------------------------------------------------------------ Likelihood statistics for model fit to log transformed series. Likelihood Statistics ------------------------------------------------------------------ Number of observations (nobs) 509 Effective number of observations (nefobs) 496 Number of parameters estimated (np) 9 Log likelihood 762.4078 Transformation Adjustment -3921.0673 Adjusted Log likelihood (L) -3158.6595 AIC 6335.3190 AICC (F-corrected-AIC) 6335.6894 Hannan Quinn 6350.1800 BIC 6373.1782 ------------------------------------------------------------------ ***** AICC (with aicdiff=-2.00) prefers no transformation ***** ***** Additive seasonal adjustment will be performed. **** A 1 Time series data (for the span analyzed) From 1968.May to 2010.Sep Observations 509 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec TOTAL ----------------------------------------------------------------------------- 1968 999. 2351. 1725. 1313. 1269. 1224. 1275. 1165. 11321. 1969 1146. 1270. 1170. 1060. 1082. 2077. 1744. 1468. 1550. 1507. 1350. 1117. 16541. 1970 1327. 1535. 1494. 1376. 1277. 2506. 2098. 1809. 1918. 1764. 1939. 1719. 20762. 1971 1793. 1840. 1975. 1723. 1753. 2982. 2580. 2217. 2207. 2120. 2104. 1823. 25117. 1972 2040. 2123. 2067. 1992. 1781. 2914. 2488. 2125. 2163. 2111. 1951. 1638. 25393. 1973 1856. 1985. 1862. 1831. 1807. 2683. 2358. 2027. 2019. 1854. 1743. 1545. 23570. 1974 1731. 1806. 1709. 1558. 1851. 2901. 2557. 2165. 2451. 2207. 2333. 2099. 25368. 1975 2542. 2441. 2448. 2290. 2528. 3524. 3063. 2832. 2756. 2753. 2535. 2412. 32124. 1976 2723. 2677. 2511. 2353. 2387. 3530. 3073. 2936. 2970. 2813. 2855. 2503. 33331. 1977 2822. 2869. 2801. 2577. 2619. 3871. 3194. 2897. 2918. 2747. 2722. 2321. 34358. 1978 2655. 2613. 2640. 2291. 2455. 3402. 3124. 2705. 2840. 2484. 2572. 2394. 32175. 1979 2439. 2559. 2462. 2231. 2375. 3317. 2811. 2604. 2673. 2519. 2347. 2317. 30654. 1980 2496. 2544. 2503. 2336. 2667. 3481. 3137. 2823. 2786. 2883. 2682. 2368. 32706. 1981 2909. 2822. 2895. 2670. 2882. 3705. 3263. 2939. 2969. 3131. 3125. 2777. 36087. 1982 3067. 3315. 3204. 3118. 3495. 4289. 4104. 3757. 3751. 3575. 3651. 3507. 42833. 1983 3679. 3600. 3463. 3403. 3568. 4686. 4051. 3754. 3619. 3477. 3248. 2988. 43536. 1984 3278. 3149. 3239. 3199. 3283. 3873. 3575. 3494. 3374. 3219. 2996. 2844. 39523. 1985 3181. 3139. 3253. 3091. 3510. 4018. 3615. 3205. 3353. 3268. 3065. 2842. 39540. 1986 2981. 3225. 3090. 3024. 3277. 3865. 3496. 3289. 3262. 3155. 3010. 2596. 38270. 1987 3005. 2976. 2964. 2658. 3077. 3454. 3000. 2881. 2829. 2734. 2681. 2465. 34724. 1988 2699. 2756. 2573. 2486. 2676. 3086. 2891. 2710. 2538. 2481. 2449. 2161. 31506. 1989 2541. 2495. 2352. 2350. 2590. 3340. 2876. 2464. 2582. 2546. 2421. 2166. 30723. 1990 2324. 2456. 2363. 2179. 2540. 2923. 2906. 2615. 2665. 2582. 2465. 2430. 30448. 1991 2612. 2595. 2638. 2518. 3013. 3442. 3196. 2955. 2848. 2906. 2727. 2630. 34080. 1992 3031. 2914. 2879. 2653. 3112. 3941. 3655. 3284. 3281. 2935. 2928. 2808. 37421. 1993 3208. 3086. 2826. 2765. 3259. 3770. 3381. 2978. 2947. 2861. 2704. 2438. 36223. 1994 3105. 3089. 3137. 3156. 3309. 3814. 3631. 3235. 2936. 2905. 2622. 2278. 37214. 1995 2752. 2661. 2680. 2857. 2857. 3636. 3429. 2982. 2907. 2695. 2564. 2321. 34342. 1996 2782. 2719. 2759. 2604. 3046. 3497. 3494. 2875. 2711. 2697. 2587. 2463. 34234. 1997 2771. 2905. 2847. 2580. 2759. 3318. 3187. 2597. 2569. 2465. 2338. 2094. 32430. 1998 2444. 2525. 2529. 2253. 2385. 3142. 2837. 2463. 2388. 2452. 2267. 1917. 29600. 1999 2292. 2417. 2201. 2119. 2202. 2819. 2687. 2239. 2296. 2245. 2069. 1865. 27451. 2000 2117. 2154. 2158. 1958. 2337. 2825. 2568. 2293. 2015. 1989. 2028. 1841. 26281. 2001 2125. 2053. 2023. 2064. 2150. 2805. 2564. 2457. 2332. 2259. 2345. 2200. 27379. 2002 2406. 2497. 2688. 2489. 2681. 3370. 3108. 2752. 2549. 2418. 2617. 2291. 31867. 2003 2666. 2685. 2796. 2780. 2971. 3900. 3511. 3020. 2862. 2792. 2671. 2440. 35096. 2004 2889. 2789. 2798. 2628. 3075. 3712. 3404. 3059. 2862. 2879. 2785. 2441. 35321. 2005 2637. 2905. 2852. 2800. 3010. 3529. 3326. 2956. 2746. 2707. 2865. 2395. 34730. 2006 2582. 2766. 2549. 2396. 2496. 3341. 3307. 2902. 2711. 2555. 2586. 2222. 32412. 2007 2539. 2414. 2490. 2420. 2520. 3279. 2970. 2645. 2723. 2629. 2644. 2483. 31755. 2008 2611. 2507. 2574. 2401. 3198. 3950. 3996. 3548. 3294. 3233. 3149. 3006. 37466. 2009 3203. 3574. 3482. 3508. 4011. 5117. 4856. 4537. 4323. 4282. 4340. 3984. 49219. 2010 4414. 4253. 4285. 4403. 4539. 5414. 5393. 4969. 4518. 42188. AVGE 2629. 2660. 2625. 2504. 2684. 3474. 3168. 2832. 2774. 2644. 2580. 2341. Table Total- 1397320. Mean- 2745. Std. Dev.- 671. Min - 999. Max - 5414. 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 : 2 Maximum order for seasonal ARMA parameters : 1 Maximum order for regular differencing : 2 Maximum order for seasonal differencing : 1 Results of Unit Root Test for identifying orders of differencing: Regular difference order : 1 Seasonal difference order : 1 Mean is not significant. Automatic model choice : (0 1 1)(0 1 1) Final automatic model choice : (0 1 1)(0 1 1) End of automatic model selection procedure. Average absolute percentage error in within-sample forecasts: Last year: 3.05 Last-1 year: 6.75 Last-2 year: 3.26 Last three years: 4.35 Estimation converged in 5 ARMA iterations, 16 function evaluations. Regression Model -------------------------------------------------------------------- Parameter Standard Variable Estimate Error t-value -------------------------------------------------------------------- Trading Day Mon 2.2309 10.18947 0.22 Tue -11.3867 10.15392 -1.12 Wed 6.3953 10.21097 0.63 Thu -0.3921 10.28137 -0.04 Fri -6.4297 10.21284 -0.63 Sat 0.6462 10.20462 0.06 *Sun (derived) 8.9361 10.21437 0.87 Leap Year -37.4940 33.39634 -1.12 Automatically Identified Outliers LS2008.May 609.2564 111.56323 5.46 LS2009.May 501.1561 113.26458 4.42 -------------------------------------------------------------------- *For full trading-day and stable seasonal effects, the derived parameter estimate is obtained indirectly as minus the sum of the directly estimated parameters that define the effect. Chi-squared Tests for Groups of Regressors -------------------------------------------------------------------- Regression Effect df Chi-Square P-Value -------------------------------------------------------------------- Trading Day 6 3.07 0.80 Combined Trading Day and Leap Year Regressors 7 4.43 0.73 -------------------------------------------------------------------- ARIMA Model: (0 1 1)(0 1 1) Nonseasonal differences: 1 Seasonal differences: 1 Standard Parameter Estimate Errors ----------------------------------------------------- Nonseasonal MA Lag 1 0.3945 0.04100 Seasonal MA Lag 12 0.7591 0.03030 Variance 0.15398E+05 SE of Var 0.97778E+03 ----------------------------------------------------- Likelihood Statistics ------------------------------------------------------------------ Number of observations (nobs) 509 Effective number of observations (nefobs) 496 Number of parameters estimated (np) 12 Log likelihood (L) -3100.2446 AIC 6224.4891 AICC (F-corrected-AIC) 6225.1351 Hannan Quinn 6244.3038 BIC 6274.9681 ------------------------------------------------------------------ FORECASTING Origin 2010.Sep Number 12 Forecasts and Standard Errors of the Prior Adjusted Data ------------------------------ Standard Date Forecast Error ------------------------------ 2010.Oct 4562.02 124.843 2010.Nov 4550.66 145.839 2010.Dec 4287.24 163.653 2011.Jan 4585.39 180.075 2011.Feb 4612.79 195.090 2011.Mar 4592.16 209.079 2011.Apr 4556.27 222.573 2011.May 4699.25 236.435 2011.Jun 5536.75 247.770 2011.Jul 5386.71 259.341 2011.Aug 4995.21 269.840 2011.Sep 4761.20 280.210 ------------------------------ Confidence intervals with coverage probability (0.95000) --------------------------------------- Date Lower Forecast Upper --------------------------------------- 2010.Oct 4317.33 4562.02 4806.71 2010.Nov 4264.82 4550.66 4836.50 2010.Dec 3966.49 4287.24 4607.99 2011.Jan 4232.44 4585.39 4938.33 2011.Feb 4230.42 4612.79 4995.16 2011.Mar 4182.38 4592.16 5001.95 2011.Apr 4120.04 4556.27 4992.51 2011.May 4235.84 4699.25 5162.65 2011.Jun 5051.13 5536.75 6022.37 2011.Jul 4878.41 5386.71 5895.01 2011.Aug 4466.34 4995.21 5524.09 2011.Sep 4212.00 4761.20 5310.40 --------------------------------------- A 6 RegARIMA trading day component From 1968.May to 2010.Sep Observations 509 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec AVGE ----------------------------------------------------------------------------- 1968 0. 10. -3. -6. 11. -5. -6. 0. 0. 1969 0. 9. 12. -5. -6. 11. -5. 3. -9. 0. 10. -3. 1. 1970 -6. 9. 0. 6. 3. -9. 0. 12. -5. -6. 11. -5. 1. 1971 3. 9. -3. -7. 12. -5. -6. 0. 6. 3. -9. 0. 0. 1972 12. -40. 0. 10. -3. -7. 12. -5. -6. 0. 6. 3. -2. 1973 -3. 9. -6. 11. -5. -6. 0. 0. 10. -3. -7. 12. 1. 1974 -5. 9. 3. -9. 0. 10. -3. -6. 11. -5. -6. 0. 0. 1975 0. 9. 12. -5. -6. 11. -5. 3. -9. 0. 10. -3. 1. 1976 -6. -19. -3. -7. 12. -5. -6. 0. 6. 3. -9. 0. -3. 1977 12. 9. -5. -6. 0. 6. 3. -3. -7. 12. -5. -6. 1. 1978 0. 9. 0. 10. -3. -7. 12. -5. -6. 0. 6. 3. 2. 1979 -3. 9. -6. 11. -5. -6. 0. 0. 10. -3. -7. 12. 1. 1980 -5. -35. 12. -5. -6. 11. -5. 3. -9. 0. 10. -3. -3. 1981 -6. 9. 0. 6. 3. -9. 0. 12. -5. -6. 11. -5. 1. 1982 3. 9. -3. -7. 12. -5. -6. 0. 6. 3. -9. 0. 0. 1983 12. 9. -5. -6. 0. 6. 3. -3. -7. 12. -5. -6. 1. 1984 0. -22. -6. 11. -5. -6. 0. 0. 10. -3. -7. 12. -1. 1985 -5. 9. 3. -9. 0. 10. -3. -6. 11. -5. -6. 0. 0. 1986 0. 9. 12. -5. -6. 11. -5. 3. -9. 0. 10. -3. 1. 1987 -6. 9. 0. 6. 3. -9. 0. 12. -5. -6. 11. -5. 1. 1988 3. -26. -5. -6. 0. 6. 3. -3. -7. 12. -5. -6. -3. 1989 0. 9. 0. 10. -3. -7. 12. -5. -6. 0. 6. 3. 2. 1990 -3. 9. -6. 11. -5. -6. 0. 0. 10. -3. -7. 12. 1. 1991 -5. 9. 3. -9. 0. 10. -3. -6. 11. -5. -6. 0. 0. 1992 0. -27. 0. 6. 3. -9. 0. 12. -5. -6. 11. -5. -2. 1993 3. 9. -3. -7. 12. -5. -6. 0. 6. 3. -9. 0. 0. 1994 12. 9. -5. -6. 0. 6. 3. -3. -7. 12. -5. -6. 1. 1995 0. 9. 0. 10. -3. -7. 12. -5. -6. 0. 6. 3. 2. 1996 -3. -29. 3. -9. 0. 10. -3. -6. 11. -5. -6. 0. -3. 1997 0. 9. 12. -5. -6. 11. -5. 3. -9. 0. 10. -3. 1. 1998 -6. 9. 0. 6. 3. -9. 0. 12. -5. -6. 11. -5. 1. 1999 3. 9. -3. -7. 12. -5. -6. 0. 6. 3. -9. 0. 0. 2000 12. -40. 0. 10. -3. -7. 12. -5. -6. 0. 6. 3. -2. 2001 -3. 9. -6. 11. -5. -6. 0. 0. 10. -3. -7. 12. 1. 2002 -5. 9. 3. -9. 0. 10. -3. -6. 11. -5. -6. 0. 0. 2003 0. 9. 12. -5. -6. 11. -5. 3. -9. 0. 10. -3. 1. 2004 -6. -19. -3. -7. 12. -5. -6. 0. 6. 3. -9. 0. -3. 2005 12. 9. -5. -6. 0. 6. 3. -3. -7. 12. -5. -6. 1. 2006 0. 9. 0. 10. -3. -7. 12. -5. -6. 0. 6. 3. 2. 2007 -3. 9. -6. 11. -5. -6. 0. 0. 10. -3. -7. 12. 1. 2008 -5. -35. 12. -5. -6. 11. -5. 3. -9. 0. 10. -3. -3. 2009 -6. 9. 0. 6. 3. -9. 0. 12. -5. -6. 11. -5. 1. 2010 3. 9. -3. -7. 12. -5. -6. 0. 6. 1. AVGE 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. Table Total- 25. Mean- 0. Std. Dev.- 8. Min - -40. Max - 12. A 6.A RegARIMA trading day component forecasts From 2010.Oct to 2011.Sep Observations 12 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec AVGE ----------------------------------------------------------------------------- 2010 3. -9. 0. -2. 2011 12. 9. -5. -6. 0. 6. 3. -3. -7. 1. A 8 RegARIMA combined outlier component (LS outliers included) From 1968.May to 2010.Sep Observations 509 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec AVGE ----------------------------------------------------------------------------- 1968 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1969 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1970 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1971 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1972 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1973 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1974 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1975 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1976 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1977 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1978 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1979 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1980 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1981 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1982 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1983 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1984 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1985 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1986 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1987 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1988 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1989 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1990 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1991 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1992 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1993 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1994 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1995 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1996 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1997 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1998 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 1999 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 2000 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 2001 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 2002 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 2003 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 2004 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 2005 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 2006 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 2007 -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. -1110. 2008 -1110. -1110. -1110. -1110. -501. -501. -501. -501. -501. -501. -501. -501. -704. 2009 -501. -501. -501. -501. 0. 0. 0. 0. 0. 0. 0. 0. -167. 2010 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. AVGE -1069. -1069. -1069. -1069. -1045. -1045. -1045. -1045. -1045. -1069. -1069. -1069. Table Total- -539012. Mean- -1059. Std. Dev.- 1081. Min - -1110. Max - 0. A 8.A RegARIMA outlier component From 2010.Oct to 2011.Sep Observations 12 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec AVGE ----------------------------------------------------------------------------- 2010 0. 0. 0. 0. 2011 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. B 1 Original series (prior adjusted) (adjusted for regARIMA factors) From 1968.May to 2010.Sep Observations 509 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec TOTAL ----------------------------------------------------------------------------- 1968 2110. 3452. 2838. 2430. 2368. 2340. 2391. 2276. 20204. 1969 2257. 2371. 2269. 2175. 2199. 3176. 2860. 2575. 2670. 2618. 2451. 2230. 29850. 1970 2444. 2636. 2605. 2480. 2384. 3626. 3209. 2908. 3033. 2881. 3038. 2835. 34078. 1971 2900. 2941. 3088. 2840. 2852. 4097. 3697. 3328. 3311. 3227. 3224. 2934. 38439. 1972 3139. 3273. 3178. 3093. 2894. 4031. 3587. 3241. 3279. 3222. 3055. 2745. 38736. 1973 2969. 3086. 2979. 2930. 2923. 3799. 3469. 3138. 3120. 2967. 2860. 2644. 36883. 1974 2847. 2907. 2816. 2678. 2962. 4002. 3670. 3282. 3550. 3323. 3449. 3210. 38695. 1975 3653. 3542. 3547. 3405. 3645. 4623. 4179. 3939. 3876. 3864. 3636. 3525. 45433. 1976 3840. 3807. 3624. 3470. 3486. 4645. 4190. 4047. 4074. 3920. 3975. 3614. 46691. 1977 3921. 3970. 3917. 3693. 3730. 4975. 4301. 4010. 4035. 3846. 3837. 3438. 47673. 1978 3766. 3714. 3751. 3392. 3568. 4519. 4223. 3821. 3956. 3595. 3676. 3501. 45482. 1979 3552. 3660. 3579. 3330. 3491. 4433. 3922. 3715. 3774. 3632. 3464. 3416. 43967. 1980 3612. 3689. 3602. 3451. 3784. 4580. 4253. 3930. 3906. 3994. 3783. 3481. 46064. 1981 4026. 3923. 4006. 3774. 3989. 4825. 4374. 4038. 4084. 4248. 4224. 3893. 49403. 1982 4174. 4416. 4317. 4235. 4594. 5404. 5221. 4868. 4855. 4682. 4771. 4618. 56155. 1983 4778. 4701. 4579. 4519. 4679. 5790. 5158. 4867. 4736. 4576. 4363. 4105. 56851. 1984 4389. 4281. 4356. 4298. 4399. 4989. 4686. 4605. 4475. 4332. 4113. 3943. 52865. 1985 4297. 4240. 4360. 4211. 4621. 5119. 4728. 4322. 4452. 4384. 4181. 3953. 52867. 1986 4092. 4326. 4189. 4139. 4394. 4964. 4612. 4396. 4382. 4266. 4111. 3709. 51579. 1987 4122. 4077. 4075. 3762. 4184. 4574. 4111. 3980. 3944. 3851. 3780. 3581. 48040. 1988 3806. 3892. 3689. 3602. 3787. 4190. 3998. 3823. 3655. 3580. 3564. 3278. 44865. 1989 3652. 3596. 3463. 3451. 3703. 4457. 3975. 3580. 3698. 3657. 3525. 3273. 44030. 1990 3437. 3557. 3480. 3278. 3656. 4039. 4017. 3726. 3766. 3695. 3582. 3529. 43761. 1991 3728. 3696. 3745. 3638. 4124. 4543. 4309. 4072. 3947. 4022. 3843. 3741. 47407. 1992 4142. 4052. 3990. 3757. 4219. 5061. 4766. 4383. 4396. 4052. 4027. 3924. 50768. 1993 4315. 4187. 3939. 3882. 4358. 4885. 4498. 4089. 4051. 3968. 3824. 3549. 49545. 1994 4203. 4190. 4253. 4272. 4420. 4918. 4738. 4348. 4053. 4003. 3737. 3394. 50529. 1995 3863. 3762. 3791. 3958. 3970. 4754. 4528. 4098. 4023. 3805. 3669. 3428. 47648. 1996 3895. 3858. 3866. 3723. 4157. 4598. 4608. 3992. 3811. 3813. 3703. 3574. 47596. 1997 3882. 4006. 3946. 3695. 3875. 4417. 4303. 3704. 3689. 3576. 3439. 3207. 45739. 1998 3561. 3626. 3640. 3357. 3493. 4261. 3947. 3561. 3503. 3569. 3366. 3033. 42916. 1999 3400. 3518. 3314. 3236. 3301. 3934. 3803. 3349. 3401. 3352. 3188. 2975. 40773. 2000 3215. 3304. 3269. 3059. 3450. 3942. 3667. 3409. 3131. 3099. 3132. 2948. 39625. 2001 3238. 3154. 3140. 3164. 3266. 3921. 3675. 3568. 3432. 3373. 3462. 3298. 40693. 2002 3522. 3598. 3795. 3609. 3792. 4471. 4222. 3869. 3648. 3534. 3734. 3402. 45194. 2003 3777. 3787. 3895. 3896. 4088. 5000. 4627. 4127. 3982. 3903. 3771. 3554. 48406. 2004 4006. 3918. 3911. 3745. 4173. 4827. 4521. 4170. 3967. 3987. 3904. 3551. 48681. 2005 3736. 4006. 3968. 3916. 4121. 4634. 4434. 4069. 3863. 3806. 3981. 3511. 48045. 2006 3692. 3867. 3660. 3497. 3610. 4458. 4405. 4018. 3827. 3665. 3690. 3329. 45719. 2007 3652. 3515. 3607. 3519. 3635. 4395. 4080. 3756. 3823. 3742. 3761. 3581. 45068. 2008 3726. 3652. 3673. 3517. 3705. 4440. 4502. 4046. 3804. 3734. 3640. 3510. 45950. 2009 3710. 4065. 3984. 4004. 4008. 5127. 4856. 4525. 4328. 4288. 4329. 3990. 51215. 2010 4411. 4243. 4288. 4410. 4527. 5419. 5399. 4969. 4512. 42178. AVGE 3699. 3729. 3694. 3573. 3728. 4519. 4213. 3876. 3818. 3714. 3649. 3410. Table Total- 1936307. Mean- 3804. Std. Dev.- 585. Min - 2110. Max - 5790. B 1.A Forecasts of (prior adjusted) original series From 2010.Oct to 2011.Sep Observations 12 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec TOTAL ----------------------------------------------------------------------------- 2010 4559. 4560. 4288. 13406. 2011 4574. 4603. 4598. 4562. 4699. 5531. 5384. 4998. 4768. 43716. C 17 Final weights for irregular component From 1968.May to 2010.Sep Observations 509 Lower sigma limit 1.50 Upper sigma limit 2.50 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec S.D. ----------------------------------------------------------------------------- 1968 100. 0. 100. 100. 12. 100. 100. 0. 5208. 1969 100. 100. 100. 100. 53. 1. 100. 100. 100. 36. 100. 100. 5208. 1970 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 88. 5208. 1971 100. 32. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 5196. 1972 100. 100. 100. 37. 100. 100. 100. 100. 100. 67. 100. 100. 4934. 1973 100. 100. 100. 80. 100. 27. 100. 100. 100. 100. 100. 100. 5192. 1974 100. 100. 100. 100. 99. 100. 100. 40. 100. 94. 100. 100. 5119. 1975 24. 100. 100. 100. 100. 100. 100. 100. 84. 100. 0. 100. 4889. 1976 100. 100. 100. 100. 41. 100. 100. 100. 100. 100. 100. 100. 5160. 1977 100. 100. 100. 100. 94. 0. 100. 100. 100. 100. 100. 100. 5126. 1978 100. 100. 100. 100. 100. 100. 54. 100. 100. 0. 100. 3. 5090. 1979 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 31. 100. 5709. 1980 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 70. 6564. 1981 27. 100. 100. 100. 100. 100. 100. 100. 100. 100. 66. 100. 6349. 1982 100. 100. 100. 100. 100. 100. 81. 100. 100. 0. 100. 65. 6732. 1983 100. 100. 100. 100. 100. 0. 100. 100. 100. 100. 100. 100. 6980. 1984 100. 100. 100. 51. 100. 100. 100. 0. 100. 100. 100. 100. 6430. 1985 100. 100. 100. 100. 46. 100. 100. 0. 100. 100. 100. 100. 5868. 1986 0. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 93. 6073. 1987 100. 100. 100. 100. 93. 100. 65. 100. 100. 100. 100. 100. 5827. 1988 100. 100. 100. 100. 100. 0. 100. 100. 100. 100. 100. 100. 5448. 1989 100. 100. 100. 100. 100. 0. 100. 0. 100. 100. 100. 100. 5645. 1990 63. 100. 100. 100. 100. 0. 100. 100. 100. 100. 100. 100. 5811. 1991 100. 100. 100. 100. 87. 100. 100. 100. 100. 100. 100. 100. 6494. 1992 100. 100. 100. 80. 100. 77. 100. 100. 100. 0. 100. 100. 6790. 1993 100. 100. 18. 100. 48. 100. 100. 100. 100. 100. 100. 0. 6708. 1994 100. 100. 100. 0. 100. 100. 100. 100. 100. 100. 100. 100. 6916. 1995 100. 100. 100. 0. 100. 100. 100. 100. 100. 100. 100. 100. 6465. 1996 100. 100. 100. 100. 0. 100. 0. 100. 60. 100. 100. 100. 5737. 1997 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 5208. 1998 100. 100. 100. 100. 100. 100. 100. 100. 100. 35. 100. 100. 5595. 1999 100. 67. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 5385. 2000 100. 100. 100. 66. 25. 100. 100. 100. 100. 100. 100. 100. 5753. 2001 100. 100. 100. 100. 100. 100. 93. 100. 100. 100. 100. 100. 5907. 2002 100. 100. 37. 100. 100. 100. 100. 100. 100. 59. 100. 100. 6127. 2003 100. 100. 100. 100. 100. 0. 100. 100. 100. 100. 0. 100. 6410. 2004 77. 100. 100. 100. 80. 100. 100. 100. 100. 100. 100. 100. 6753. 2005 17. 100. 100. 100. 100. 100. 100. 100. 100. 100. 52. 100. 7192. 2006 100. 36. 100. 100. 27. 100. 100. 100. 100. 100. 100. 100. 6903. 2007 100. 100. 100. 100. 100. 100. 0. 79. 100. 100. 100. 100. 7084. 2008 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 6624. 2009 72. 0. 100. 100. 61. 0. 100. 100. 100. 100. 100. 100. 6218. 2010 100. 100. 100. 100. 100. 100. 100. 100. 0. 6218. D 8 Final unmodified SI ratios From 1968.May to 2010.Sep Observations 509 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec AVGE ----------------------------------------------------------------------------- 1968 -337. 1019. 418. 21. -36. -67. -22. -145. 106. 1969 -169. -59. -165. -267. -260. 694. 355. 54. 137. 75. -109. -355. -6. 1970 -174. -21. -93. -254. -380. 836. 385. 35. 106. -105. 1. -241. 8. 1971 -201. -180. -54. -330. -350. 864. 442. 62. 41. -47. -58. -359. -14. 1972 -165. -30. -111. -171. -342. 817. 388. 53. 100. 54. -98. -398. 8. 1973 -171. -57. -168. -214. -210. 691. 390. 89. 98. -34. -124. -328. -3. 1974 -122. -75. -195. -381. -158. 815. 415. -39. 168. -119. -51. -350. -8. 1975 35. -131. -177. -361. -153. 803. 345. 98. 26. 3. -235. -350. -8. 1976 -29. -46. -210. -353. -342. 800. 312. 133. 129. -50. -15. -390. -5. 1977 -96. -56. -115. -335. -285. 982. 336. 74. 127. -38. -26. -409. 13. 1978 -66. -103. -52. -400. -218. 735. 436. 32. 170. -182. -83. -238. 2. 1979 -166. -39. -102. -335. -163. 789. 282. 72. 118. -43. -231. -297. -10. 1980 -118. -58. -167. -342. -38. 727. 373. 35. 2. 82. -147. -477. -11. 1981 32. -108. -53. -294. -71. 777. 327. -29. -23. 81. -9. -407. 18. 1982 -188. -6. -171. -326. -41. 705. 466. 63. 7. -197. -124. -274. -7. 1983 -92. -133. -219. -253. -83. 1034. 413. 150. 65. -39. -197. -413. 19. 1984 -102. -189. -92. -121. 9. 625. 340. 266. 134. -18. -246. -427. 15. 1985 -89. -167. -70. -238. 167. 670. 291. -99. 46. -13. -208. -429. -12. 1986 -278. -29. -154. -195. 62. 629. 273. 61. 65. -20. -138. -499. -19. 1987 -50. -61. -29. -304. 160. 593. 166. 58. 32. -61. -133. -332. 3. 1988 -94. 17. -156. -211. 6. 440. 277. 127. -22. -85. -93. -377. -14. 1989 -4. -63. -199. -214. 33. 778. 287. -109. 19. -6. -118. -351. 4. 1990 -172. -43. -119. -325. 42. 410. 367. 48. 55. -44. -182. -264. -19. 1991 -98. -165. -150. -286. 183. 591. 350. 102. -46. -8. -228. -361. -10. 1992 23. -80. -157. -413. 9. 802. 460. 43. 41. -303. -314. -397. -24. 1993 17. -84. -298. -316. 205. 777. 424. 33. -5. -113. -304. -639. -25. 1994 -43. -99. -60. -44. 122. 650. 509. 163. -81. -74. -278. -560. 17. 1995 -42. -117. -88. 58. 33. 780. 527. 86. 17. -184. -298. -518. 21. 1996 -37. -66. -55. -198. 236. 677. 685. 64. -128. -141. -268. -412. 30. 1997 -107. 28. -6. -217. 7. 594. 523. -38. -21. -107. -224. -438. 0. 1998 -68. 10. 38. -232. -85. 692. 383. 3. -47. 33. -149. -459. 10. 1999 -65. 82. -96. -151. -72. 568. 433. -29. 19. -26. -179. -374. 9. 2000 -120. -22. -57. -272. 121. 625. 371. 135. -129. -155. -125. -317. 5. 2001 -33. -118. -127. -100. -11. 611. 316. 150. -46. -165. -129. -339. 1. 2002 -156. -116. 49. -159. 14. 694. 449. 100. -125. -252. -76. -443. -2. 2003 -108. -145. -83. -125. 32. 920. 539. 43. -93. -163. -285. -491. 3. 2004 -30. -112. -118. -289. 129. 769. 451. 98. -96. -63. -136. -492. 9. 2005 -322. -68. -116. -164. 66. 618. 455. 118. -74. -124. 58. -393. 5. 2006 -181. 29. -149. -299. -193. 638. 571. 178. -1. -136. -80. -416. -3. 2007 -81. -218. -128. -211. -89. 676. 356. 11. 43. -81. -99. -297. -10. 2008 -147. -199. -153. -294. -104. 625. 679. 219. -21. -93. -206. -380. -6. 2009 -246. 31. -122. -160. -197. 890. 588. 219. -26. -113. -109. -476. 23. 2010 -75. -266. -253. -174. -106. 743. 693. 249. -209. 67. AVGE -105. -79. -119. -245. -62. 725. 415. 75. 12. -75. -145. -388. Table Total- 1580. Mean- 3. Std. Dev.- 303. Min - -639. Max - 1034. D 8.A F-tests for seasonality Test for the presence of seasonality assuming stability. Sum of squares Dgrs.freedom Mean square F-value Between months 41686540.9927 11 3789685.54479 367.264** Residual 5128394.9197 497 10318.70205 Total 46814935.9125 508 **Seasonality present at the 0.1 per cent level. Nonparametric Test for the Presence of Seasonality Assuming Stability Kruskal-Wallis statistic Dgrs.freedom Probability level 383.8190 11 0.000% Seasonality present at the one percent level. Moving Seasonality Test Sum of squares Dgrs.freedom Mean square F-value Between Years 385848.9869 40 9646.224672 1.402 Error 3027168.7654 440 6879.929012 No evidence of moving seasonality at the five percent level. COMBINED TEST FOR THE PRESENCE OF IDENTIFIABLE SEASONALITY IDENTIFIABLE SEASONALITY PRESENT D 9 Final replacement values for SI ratios From 1968.May to 2010.Sep Observations 509 --------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec --------------------------------------------------------------- 1968 ******** 846. ******** ******** 73. ******** ******** -290. 1969 ******** ******** ******** ******** -308. 822. ******** ******** ******** 3. ******** ******** 1970 ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** -251. 1971 ******** -103. ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** 1972 ******** ******** ******** -237. ******** ******** ******** ******** ******** 25. ******** ******** 1973 ******** ******** ******** -231. ******** 775. ******** ******** ******** ******** ******** ******** 1974 ******** ******** ******** ******** -158. ******** ******** 26. ******** -114. ******** ******** 1975 -48. ******** ******** ******** ******** ******** ******** ******** 39. ******** -72. ******** 1976 ******** ******** ******** ******** -278. ******** ******** ******** ******** ******** ******** ******** 1977 ******** ******** ******** ******** -280. 800. ******** ******** ******** ******** ******** ******** 1978 ******** ******** ******** ******** ******** ******** 390. ******** ******** -18. ******** -359. 1979 ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** -145. ******** 1980 ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** -441. 1981 -71. ******** ******** ******** ******** ******** ******** ******** ******** ******** -49. ******** 1982 ******** ******** ******** ******** ******** ******** 445. ******** ******** -22. ******** -317. 1983 ******** ******** ******** ******** ******** 724. ******** ******** ******** ******** ******** ******** 1984 ******** ******** ******** -183. ******** ******** ******** 103. ******** ******** ******** ******** 1985 ******** ******** ******** ******** 103. ******** ******** 77. ******** ******** ******** ******** 1986 -95. ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** -493. 1987 ******** ******** ******** ******** 154. ******** 204. ******** ******** ******** ******** ******** 1988 ******** ******** ******** ******** ******** 591. ******** ******** ******** ******** ******** ******** 1989 ******** ******** ******** ******** ******** 617. ******** 75. ******** ******** ******** ******** 1990 -131. ******** ******** ******** ******** 626. ******** ******** ******** ******** ******** ******** 1991 ******** ******** ******** ******** 169. ******** ******** ******** ******** ******** ******** ******** 1992 ******** ******** ******** -390. ******** 775. ******** ******** ******** -76. ******** ******** 1993 ******** ******** -171. ******** 134. ******** ******** ******** ******** ******** ******** -454. 1994 ******** ******** ******** -247. ******** ******** ******** ******** ******** ******** ******** ******** 1995 ******** ******** ******** -226. ******** ******** ******** ******** ******** ******** ******** ******** 1996 ******** ******** ******** ******** 43. ******** 521. ******** -83. ******** ******** ******** 1997 ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** 1998 ******** ******** ******** ******** ******** ******** ******** ******** ******** -46. ******** ******** 1999 ******** 50. ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** 2000 ******** ******** ******** -235. 23. ******** ******** ******** ******** ******** ******** ******** 2001 ******** ******** ******** ******** ******** ******** 323. ******** ******** ******** ******** ******** 2002 ******** ******** -33. ******** ******** ******** ******** ******** ******** -205. ******** ******** 2003 ******** ******** ******** ******** ******** 695. ******** ******** ******** ******** -114. ******** 2004 -57. ******** ******** ******** 105. ******** ******** ******** ******** ******** ******** ******** 2005 -182. ******** ******** ******** ******** ******** ******** ******** ******** ******** -9. ******** 2006 ******** -66. ******** ******** -80. ******** ******** ******** ******** ******** ******** ******** 2007 ******** ******** ******** ******** ******** ******** 536. 36. ******** ******** ******** ******** 2008 ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** 2009 -216. -183. ******** ******** -152. 728. ******** ******** ******** ******** ******** ******** 2010 ******** ******** ******** ******** ******** ******** ******** ******** -24. D 9.A Moving seasonality ratio --------------------------------------------------------------- Jan Feb Mar Apr May Jun --------------------------------------------------------------- I 54.048 54.353 58.634 67.767 58.293 52.187 S 9.877 10.568 9.946 13.090 17.690 11.985 RATIO 5.472 5.143 5.896 5.177 3.295 4.354 --------------------------------------------------------------- Jul Aug Sep Oct Nov Dec --------------------------------------------------------------- I 59.671 55.279 58.789 50.382 50.516 60.527 S 15.530 9.546 8.583 8.990 12.341 11.532 RATIO 3.842 5.791 6.849 5.604 4.093 5.249 D 10 Final seasonal factors From 1968.May to 2010.Sep Observations 509 Seasonal filter 3 x 5 moving average ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec AVGE ----------------------------------------------------------------------------- 1968 -343. 839. 394. 40. 95. -55. -45. -308. 77. 1969 -179. -57. -106. -277. -344. 839. 397. 43. 93. -49. -50. -317. 0. 1970 -178. -56. -110. -272. -336. 834. 397. 49. 93. -40. -60. -328. -1. 1971 -174. -55. -117. -275. -317. 827. 398. 52. 97. -40. -66. -336. 0. 1972 -162. -64. -128. -287. -283. 820. 397. 58. 96. -39. -74. -344. -1. 1973 -138. -68. -146. -303. -253. 813. 389. 65. 99. -40. -72. -353. -1. 1974 -113. -72. -162. -318. -229. 805. 375. 75. 101. -38. -70. -362. -1. 1975 -90. -73. -164. -337. -220. 797. 363. 78. 114. -42. -60. -367. 0. 1976 -82. -76. -151. -351. -217. 792. 351. 80. 118. -41. -59. -367. 0. 1977 -83. -72. -136. -358. -210. 782. 345. 76. 118. -29. -68. -373. -1. 1978 -95. -70. -119. -350. -189. 774. 339. 64. 103. -9. -81. -376. -1. 1979 -108. -67. -112. -344. -152. 761. 349. 48. 83. 7. -95. -377. -1. 1980 -119. -70. -117. -330. -113. 753. 358. 44. 58. 15. -111. -375. -1. 1981 -122. -79. -132. -311. -77. 735. 371. 54. 44. 16. -132. -382. -1. 1982 -117. -98. -136. -284. -47. 720. 371. 67. 41. 10. -151. -393. -2. 1983 -112. -109. -136. -260. -17. 695. 366. 77. 50. -3. -169. -407. -2. 1984 -103. -114. -126. -244. 15. 675. 341. 85. 59. -19. -180. -414. -2. 1985 -95. -102. -118. -232. 43. 648. 312. 89. 60. -32. -179. -418. -2. 1986 -80. -87. -110. -229. 64. 631. 283. 84. 48. -37. -163. -410. 0. 1987 -76. -60. -117. -234. 67. 617. 274. 78. 35. -40. -145. -390. 1. 1988 -72. -53. -127. -249. 72. 611. 280. 77. 21. -40. -139. -364. 1. 1989 -70. -56. -140. -268. 64. 619. 308. 78. 16. -41. -155. -349. 0. 1990 -60. -75. -151. -288. 70. 641. 342. 75. 11. -43. -187. -350. -1. 1991 -50. -86. -152. -304. 74. 669. 385. 75. 7. -50. -224. -374. -3. 1992 -40. -101. -142. -306. 88. 694. 421. 78. -1. -67. -257. -410. -4. 1993 -33. -101. -125. -296. 85. 712. 458. 83. -13. -91. -280. -445. -4. 1994 -31. -91. -104. -270. 77. 716. 484. 78. -24. -113. -286. -468. -3. 1995 -40. -69. -72. -246. 54. 702. 495. 66. -34. -120. -273. -474. -1. 1996 -55. -43. -48. -221. 27. 678. 490. 44. -36. -115. -250. -465. 1. 1997 -66. -20. -34. -209. -1. 657. 471. 31. -42. -104. -221. -440. 2. 1998 -73. -7. -39. -197. -18. 636. 442. 28. -41. -100. -192. -409. 2. 1999 -81. -15. -46. -188. -22. 628. 413. 47. -53. -104. -161. -391. 2. 2000 -88. -40. -62. -172. -19. 630. 406. 66. -59. -118. -137. -388. 2. 2001 -94. -73. -75. -171. 1. 651. 414. 87. -77. -134. -122. -398. 1. 2002 -100. -97. -88. -169. 22. 663. 431. 96. -85. -143. -108. -412. 1. 2003 -113. -106. -95. -187. 32. 677. 453. 105. -87. -143. -95. -429. 1. 2004 -120. -111. -105. -199. 23. 677. 480. 100. -71. -131. -85. -428. 2. 2005 -127. -117. -117. -227. 3. 673. 511. 109. -51. -117. -90. -417. 3. 2006 -134. -132. -129. -233. -30. 665. 535. 125. -30. -107. -96. -398. 3. 2007 -141. -155. -145. -237. -68. 667. 571. 155. -16. -107. -111. -395. 2. 2008 -146. -181. -157. -225. -96. 681. 599. 175. -8. -111. -124. -398. 1. 2009 -145. -202. -173. -221. -110. 699. 626. 201. -8. -116. -144. -410. 0. 2010 -152. -208. -181. -211. -112. 715. 633. 217. -13. 76. AVGE -101. -85. -118. -259. -68. 710. 414. 81. 21. -65. -137. -391. Table Total- 1236. Mean- 2. Std. Dev.- 292. Min - -474. Max - 839. D 10.A Final seasonal component forecasts From 2010.Oct to 2011.Sep Observations 12 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec AVGE ----------------------------------------------------------------------------- 2010 -118. -153. -417. -229. 2011 -158. -208. -186. -206. -115. 722. 636. 228. -19. 77. D 11 Final seasonally adjusted data (also adjusted for trading day) From 1968.May to 2010.Sep Observations 509 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec TOTAL ----------------------------------------------------------------------------- 1968 1342. 1503. 1334. 1279. 1162. 1284. 1326. 1473. 10703. 1969 1326. 1317. 1264. 1342. 1432. 1227. 1353. 1422. 1466. 1556. 1390. 1437. 16531. 1970 1511. 1581. 1605. 1642. 1610. 1681. 1702. 1748. 1830. 1810. 1988. 2052. 20761. 1971 1963. 1886. 2095. 2005. 2058. 2160. 2189. 2165. 2104. 2157. 2179. 2159. 25119. 1972 2190. 2226. 2196. 2269. 2067. 2101. 2079. 2072. 2073. 2150. 2019. 1979. 25421. 1973 1997. 2043. 2014. 2122. 2066. 1876. 1969. 1963. 1910. 1897. 1822. 1886. 23565. 1974 1850. 1869. 1868. 1885. 2081. 2086. 2185. 2096. 2338. 2251. 2409. 2461. 25377. 1975 2632. 2504. 2600. 2632. 2755. 2716. 2706. 2751. 2651. 2796. 2586. 2782. 32109. 1976 2811. 2772. 2664. 2711. 2592. 2743. 2728. 2857. 2846. 2850. 2923. 2870. 33369. 1977 2893. 2932. 2942. 2941. 2830. 3083. 2846. 2824. 2807. 2764. 2795. 2700. 34357. 1978 2750. 2674. 2759. 2632. 2647. 2635. 2773. 2646. 2743. 2493. 2647. 2767. 32166. 1979 2550. 2617. 2580. 2564. 2532. 2561. 2462. 2556. 2581. 2515. 2449. 2682. 30650. 1980 2621. 2649. 2609. 2671. 2786. 2717. 2784. 2775. 2737. 2868. 2783. 2746. 32747. 1981 3037. 2891. 3028. 2975. 2956. 2979. 2892. 2873. 2930. 3121. 3246. 3164. 36092. 1982 3181. 3403. 3343. 3409. 3530. 3574. 3739. 3691. 3704. 3562. 3811. 3900. 42848. 1983 3779. 3699. 3604. 3669. 3585. 3985. 3681. 3680. 3576. 3468. 3422. 3402. 43550. 1984 3381. 3284. 3371. 3432. 3273. 3204. 3234. 3409. 3305. 3241. 3183. 3246. 39563. 1985 3281. 3231. 3368. 3332. 3467. 3360. 3305. 3123. 3282. 3305. 3250. 3260. 39565. 1986 3061. 3302. 3188. 3258. 3219. 3223. 3218. 3202. 3224. 3192. 3164. 3008. 38260. 1987 3087. 3027. 3081. 2886. 3007. 2846. 2726. 2791. 2799. 2780. 2815. 2861. 34704. 1988 2768. 2835. 2706. 2740. 2605. 2469. 2607. 2635. 2524. 2509. 2593. 2531. 31522. 1989 2612. 2542. 2493. 2608. 2528. 2728. 2556. 2392. 2572. 2587. 2570. 2512. 30699. 1990 2386. 2521. 2520. 2456. 2476. 2287. 2564. 2541. 2644. 2628. 2658. 2768. 30449. 1991 2668. 2672. 2787. 2831. 2939. 2764. 2814. 2887. 2829. 2961. 2957. 3004. 34113. 1992 3072. 3042. 3022. 2953. 3021. 3256. 3234. 3195. 3287. 3008. 3174. 3223. 37487. 1993 3237. 3178. 2953. 3067. 3162. 3063. 2929. 2895. 2954. 2948. 2993. 2883. 36264. 1994 3124. 3171. 3247. 3432. 3233. 3092. 3144. 3160. 2966. 3005. 2912. 2752. 37237. 1995 2792. 2721. 2752. 3093. 2805. 2941. 2922. 2921. 2947. 2815. 2831. 2792. 34334. 1996 2839. 2791. 2804. 2834. 3020. 2809. 3007. 2837. 2736. 2817. 2842. 2928. 34264. 1997 2838. 2916. 2869. 2794. 2766. 2650. 2722. 2562. 2620. 2570. 2549. 2536. 32393. 1998 2523. 2523. 2568. 2443. 2400. 2515. 2395. 2422. 2433. 2558. 2448. 2332. 29561. 1999 2371. 2423. 2249. 2314. 2213. 2196. 2280. 2191. 2344. 2345. 2238. 2256. 27420. 2000 2193. 2234. 2220. 2121. 2358. 2201. 2150. 2233. 2080. 2107. 2159. 2226. 26281. 2001 2222. 2117. 2104. 2225. 2155. 2160. 2151. 2371. 2399. 2397. 2474. 2586. 27360. 2002 2512. 2584. 2772. 2667. 2659. 2697. 2680. 2662. 2623. 2567. 2732. 2703. 31859. 2003 2780. 2782. 2879. 2972. 2946. 3212. 3063. 2912. 2958. 2935. 2756. 2872. 35068. 2004 3016. 2919. 2906. 2834. 3040. 3040. 2930. 2960. 2927. 3007. 2879. 2869. 35326. 2005 2752. 3013. 2975. 3033. 3008. 2850. 2812. 2850. 2804. 2812. 2961. 2817. 34687. 2006 2716. 2888. 2678. 2620. 2529. 2682. 2759. 2782. 2746. 2662. 2676. 2617. 32357. 2007 2683. 2560. 2641. 2646. 2592. 2618. 2399. 2491. 2729. 2739. 2762. 2865. 31725. 2008 2762. 2722. 2719. 2631. 3300. 3258. 3402. 3370. 3311. 3345. 3263. 3406. 37490. 2009 3354. 3766. 3656. 3724. 4118. 4427. 4230. 4325. 4337. 4404. 4473. 4399. 49213. 2010 4564. 4452. 4469. 4621. 4639. 4704. 4767. 4752. 4525. 41492. AVGE 2731. 2745. 2742. 2763. 2752. 2765. 2754. 2750. 2753. 2709. 2717. 2731. Table Total- 1396059. Mean- 2743. Std. Dev.- 598. Min - 1162. Max - 4767. Test for the presence of residual seasonality. No evidence of residual seasonality in the entire series at the 1 per cent level. F = 0.59 No evidence of residual seasonality in the last 3 years at the 1 per cent level. F = 2.25 Residual seasonality present 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. D 12 Final trend cycle (LS outliers included) From 1968.May to 2010.Sep Observations 509 Trend filter 13-term Henderson moving average I/C ratio 2.31 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec TOTAL ----------------------------------------------------------------------------- 1968 1332. 1321. 1310. 1301. 1297. 1299. 1304. 1309. 10471. 1969 1313. 1317. 1320. 1328. 1344. 1369. 1393. 1412. 1425. 1436. 1454. 1478. 16590. 1970 1510. 1548. 1586. 1621. 1648. 1673. 1708. 1759. 1818. 1878. 1931. 1971. 20651. 1971 1997. 2014. 2034. 2060. 2091. 2121. 2143. 2153. 2157. 2160. 2167. 2181. 25278. 1972 2194. 2197. 2184. 2159. 2130. 2105. 2089. 2077. 2067. 2053. 2035. 2023. 25314. 1973 2022. 2029. 2038. 2042. 2034. 2011. 1978. 1942. 1911. 1886. 1866. 1851. 23609. 1974 1847. 1863. 1897. 1949. 2014. 2084. 2151. 2214. 2274. 2332. 2390. 2448. 25463. 1975 2504. 2558. 2609. 2654. 2687. 2711. 2724. 2731. 2740. 2753. 2768. 2774. 32213. 1976 2765. 2744. 2718. 2701. 2703. 2725. 2763. 2805. 2841. 2868. 2888. 2903. 33423. 1977 2914. 2919. 2920. 2911. 2895. 2873. 2849. 2826. 2803. 2781. 2761. 2742. 34193. 1978 2724. 2705. 2686. 2672. 2666. 2669. 2676. 2684. 2684. 2673. 2652. 2628. 32118. 1979 2607. 2589. 2572. 2557. 2544. 2533. 2526. 2528. 2540. 2560. 2581. 2601. 30738. 1980 2621. 2641. 2667. 2691. 2716. 2743. 2763. 2776. 2783. 2794. 2816. 2849. 32861. 1981 2889. 2930. 2960. 2968. 2955. 2934. 2928. 2945. 2988. 3053. 3125. 3195. 35870. 1982 3256. 3313. 3375. 3446. 3521. 3589. 3647. 3699. 3745. 3775. 3790. 3783. 42938. 1983 3756. 3716. 3676. 3652. 3648. 3652. 3646. 3621. 3572. 3508. 3446. 3398. 43289. 1984 3368. 3348. 3328. 3305. 3283. 3265. 3250. 3242. 3237. 3237. 3238. 3243. 39345. 1985 3261. 3291. 3323. 3347. 3355. 3349. 3333. 3311. 3291. 3278. 3269. 3263. 39670. 1986 3256. 3249. 3241. 3234. 3228. 3225. 3223. 3215. 3197. 3170. 3137. 3102. 38478. 1987 3070. 3039. 3004. 2963. 2914. 2862. 2820. 2796. 2790. 2798. 2809. 2816. 34681. 1988 2806. 2778. 2741. 2701. 2661. 2627. 2598. 2576. 2564. 2557. 2554. 2553. 31716. 1989 2554. 2555. 2553. 2551. 2553. 2560. 2569. 2576. 2572. 2560. 2543. 2522. 30667. 1990 2501. 2486. 2479. 2481. 2493. 2512. 2538. 2573. 2612. 2643. 2666. 2688. 30672. 1991 2714. 2744. 2776. 2803. 2823. 2836. 2845. 2858. 2885. 2927. 2971. 3003. 34183. 1992 3016. 3023. 3032. 3053. 3093. 3144. 3193. 3228. 3244. 3244. 3231. 3212. 37713. 1993 3190. 3163. 3131. 3092. 3048. 3004. 2968. 2944. 2940. 2959. 3003. 3065. 36507. 1994 3127. 3175. 3206. 3216. 3204. 3177. 3137. 3087. 3027. 2958. 2885. 2819. 37018. 1995 2771. 2754. 2764. 2798. 2845. 2887. 2911. 2914. 2897. 2868. 2838. 2817. 34066. 1996 2807. 2806. 2812. 2819. 2823. 2822. 2820. 2819. 2823. 2835. 2854. 2873. 33914. 1997 2882. 2876. 2849. 2806. 2756. 2705. 2660. 2622. 2592. 2570. 2555. 2544. 32418. 1998 2532. 2519. 2500. 2479. 2458. 2444. 2438. 2437. 2438. 2433. 2418. 2397. 29493. 1999 2368. 2333. 2298. 2266. 2244. 2238. 2246. 2264. 2279. 2283. 2274. 2253. 27348. 2000 2232. 2216. 2209. 2210. 2207. 2194. 2176. 2159. 2152. 2151. 2157. 2165. 26229. 2001 2170. 2167. 2157. 2150. 2161. 2191. 2240. 2301. 2364. 2426. 2482. 2528. 27338. 2002 2569. 2607. 2641. 2666. 2678. 2677. 2667. 2655. 2652. 2660. 2682. 2719. 31872. 2003 2767. 2823. 2879. 2929. 2966. 2987. 2987. 2973. 2954. 2939. 2928. 2918. 35051. 2004 2914. 2917. 2925. 2937. 2952. 2966. 2973. 2967. 2948. 2926. 2914. 2920. 35258. 2005 2940. 2964. 2980. 2977. 2950. 2906. 2865. 2838. 2827. 2825. 2822. 2805. 34698. 2006 2770. 2727. 2690. 2672. 2677. 2698. 2718. 2731. 2727. 2704. 2674. 2647. 32434. 2007 2631. 2625. 2620. 2609. 2598. 2591. 2600. 2629. 2674. 2727. 2768. 2785. 31857. 2008 2772. 2739. 2707. 2688. 3297. 3309. 3324. 3330. 3328. 3326. 3341. 3382. 37546. 2009 3450. 3531. 3607. 3668. 4213. 4246. 4275. 4310. 4353. 4395. 4429. 4454. 48931. 2010 4476. 4501. 4539. 4590. 4645. 4693. 4723. 4731. 4723. 41622. AVGE 2734. 2739. 2744. 2748. 2745. 2749. 2753. 2757. 2761. 2719. 2724. 2729. Table Total- 1395743. Mean- 2742. Std. Dev.- 594. Min - 1297. Max - 4731. D 13 Final irregular component From 1968.May to 2010.Sep Observations 509 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec S.D. ----------------------------------------------------------------------------- 1968 10. 182. 24. -22. -134. -15. 23. 164. 100. 1969 12. 1. -56. 14. 87. -142. -41. 10. 41. 120. -64. -42. 68. 1970 1. 33. 18. 22. -38. 8. -7. -11. 13. -67. 57. 81. 39. 1971 -34. -129. 61. -55. -32. 38. 46. 12. -53. -3. 12. -22. 52. 1972 -5. 29. 12. 111. -63. -5. -9. -5. 5. 97. -16. -44. 49. 1973 -25. 14. -24. 80. 31. -135. -9. 20. 0. 11. -44. 35. 51. 1974 3. 6. -29. -65. 66. 2. 34. -118. 64. -82. 19. 13. 55. 1975 128. -53. -9. -22. 67. 5. -19. 20. -89. 42. -182. 8. 75. 1976 46. 28. -54. 10. -111. 19. -34. 52. 5. -17. 35. -32. 46. 1977 -21. 12. 23. 30. -65. 209. -3. -2. 4. -17. 35. -43. 67. 1978 26. -31. 73. -41. -19. -34. 97. -38. 60. -179. -4. 139. 80. 1979 -57. 28. 9. 7. -12. 28. -64. 28. 40. -45. -132. 81. 56. 1980 0. 8. -58. -20. 70. -26. 21. 0. -46. 74. -33. -104. 49. 1981 148. -39. 68. 7. 1. 45. -36. -72. -58. 68. 121. -31. 71. 1982 -75. 90. -32. -37. 9. -14. 92. -8. -40. -213. 22. 117. 85. 1983 23. -16. -71. 17. -62. 333. 35. 59. 4. -40. -24. 4. 103. 1984 13. -64. 42. 127. -10. -60. -16. 167. 68. 4. -55. 2. 72. 1985 20. -59. 44. -15. 112. 11. -28. -188. -9. 28. -19. -3. 68. 1986 -195. 54. -53. 24. -9. -2. -5. -14. 27. 22. 27. -94. 68. 1987 17. -12. 76. -77. 93. -16. -94. -5. 9. -17. 5. 45. 52. 1988 -38. 57. -36. 40. -56. -158. 9. 59. -41. -48. 39. -21. 61. 1989 58. -13. -61. 57. -24. 169. -13. -184. 0. 27. 26. -10. 79. 1990 -115. 35. 41. -26. -18. -224. 26. -33. 32. -16. -7. 80. 80. 1991 -47. -72. 11. 28. 117. -72. -31. 29. -55. 35. -14. 2. 53. 1992 56. 20. -10. -100. -72. 112. 41. -33. 42. -236. -57. 11. 89. 1993 47. 15. -177. -25. 114. 59. -39. -50. 15. -11. -10. -181. 86. 1994 -3. -4. 40. 216. 29. -84. 7. 73. -60. 48. 27. -67. 78. 1995 21. -33. -12. 295. -40. 54. 11. 7. 50. -53. -7. -25. 91. 1996 32. -15. -8. 15. 197. -13. 187. 18. -87. -18. -12. 55. 85. 1997 -44. 40. 20. -13. 10. -55. 62. -60. 28. 0. -6. -7. 36. 1998 -9. 4. 68. -36. -58. 71. -43. -15. -5. 125. 30. -66. 56. 1999 2. 90. -49. 49. -32. -41. 33. -73. 64. 62. -36. 3. 51. 2000 -40. 18. 11. -89. 151. 7. -26. 74. -72. -44. 2. 60. 64. 2001 52. -50. -52. 75. -5. -31. -89. 70. 35. -30. -8. 58. 52. 2002 -57. -22. 131. 1. -19. 21. 14. 7. -29. -93. 50. -16. 53. 2003 12. -40. 0. 43. -21. 224. 76. -61. 5. -4. -172. -46. 89. 2004 101. 2. -19. -103. 88. 74. -42. -7. -21. 81. -35. -51. 63. 2005 -188. 49. -5. 56. 58. -56. -53. 12. -23. -13. 138. 13. 77. 2006 -53. 162. -12. -52. -148. -15. 41. 51. 20. -42. 2. -30. 71. 2007 52. -65. 21. 37. -5. 27. -201. -138. 54. 12. -6. 81. 81. 2008 -10. -17. 13. -57. 3. -51. 78. 39. -17. 18. -78. 24. 42. 2009 -95. 235. 49. 55. -95. 182. -45. 15. -17. 8. 44. -55. 100. 2010 88. -50. -71. 31. -6. 11. 44. 21. -197. 80. S.D. 68. 62. 54. 77. 71. 106. 61. 66. 55. 75. 61. 65. Table Total- 316. Mean- 1. Std. Dev.- 70. Min - -236. Max - 333. D 16 Combined adjustment factors (includes seasonal, trading day factors) From 1968.May to 2010.Sep Observations 509 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec AVGE ----------------------------------------------------------------------------- 1968 -343. 848. 391. 34. 107. -60. -51. -308. 77. 1969 -180. -47. -94. -282. -350. 850. 391. 46. 84. -49. -40. -320. 1. 1970 -184. -46. -111. -266. -333. 825. 396. 61. 88. -46. -49. -333. 0. 1971 -170. -46. -120. -282. -305. 822. 391. 52. 103. -37. -75. -336. 0. 1972 -150. -103. -129. -277. -286. 813. 409. 53. 90. -39. -68. -341. -2. 1973 -141. -58. -152. -291. -259. 807. 389. 64. 109. -43. -79. -341. 0. 1974 -119. -63. -159. -327. -230. 815. 372. 69. 113. -44. -76. -362. -1. 1975 -90. -63. -152. -342. -227. 808. 357. 81. 105. -43. -51. -370. 1. 1976 -88. -95. -153. -358. -205. 787. 345. 79. 124. -37. -68. -367. -3. 1977 -71. -63. -141. -364. -211. 788. 348. 73. 111. -17. -73. -379. 0. 1978 -95. -61. -119. -341. -192. 767. 351. 59. 97. -9. -75. -373. 1. 1979 -111. -58. -118. -333. -157. 756. 349. 48. 92. 4. -102. -365. 0. 1980 -125. -105. -106. -335. -119. 764. 353. 48. 49. 15. -101. -378. -3. 1981 -128. -69. -133. -305. -74. 726. 371. 66. 39. 10. -121. -387. 0. 1982 -114. -88. -139. -291. -35. 715. 365. 66. 47. 13. -160. -393. -1. 1983 -100. -99. -141. -266. -17. 701. 370. 74. 43. 9. -174. -414. -1. 1984 -103. -135. -132. -233. 10. 669. 341. 85. 69. -22. -187. -402. -3. 1985 -100. -92. -115. -241. 43. 658. 310. 82. 71. -37. -185. -418. -2. 1986 -80. -77. -98. -234. 58. 642. 278. 87. 38. -37. -154. -412. 1. 1987 -82. -51. -117. -228. 70. 608. 274. 90. 30. -46. -134. -396. 2. 1988 -69. -79. -133. -254. 71. 617. 284. 75. 14. -28. -144. -370. -1. 1989 -71. -47. -141. -258. 62. 612. 320. 72. 10. -41. -149. -346. 2. 1990 -62. -65. -157. -277. 64. 636. 342. 74. 21. -46. -193. -338. 0. 1991 -56. -77. -149. -313. 74. 678. 382. 68. 19. -55. -230. -374. -3. 1992 -41. -128. -143. -300. 91. 685. 421. 89. -6. -73. -246. -415. -6. 1993 -29. -92. -127. -302. 97. 707. 452. 83. -7. -87. -289. -445. -3. 1994 -19. -82. -110. -276. 77. 722. 487. 75. -31. -101. -291. -474. -2. 1995 -40. -60. -72. -236. 51. 696. 507. 61. -40. -120. -267. -471. 1. 1996 -57. -72. -45. -230. 26. 688. 487. 38. -25. -120. -255. -465. -3. 1997 -67. -11. -22. -214. -7. 668. 465. 35. -51. -105. -211. -443. 3. 1998 -79. 2. -39. -191. -15. 627. 441. 40. -46. -106. -181. -415. 3. 1999 -78. -6. -48. -195. -11. 623. 407. 47. -47. -101. -170. -391. 3. 2000 -76. -80. -63. -163. -22. 624. 418. 61. -65. -118. -131. -385. 0. 2001 -97. -63. -81. -160. -5. 645. 413. 86. -67. -137. -129. -386. 2. 2002 -106. -87. -85. -178. 22. 673. 428. 90. -74. -149. -114. -412. 1. 2003 -113. -97. -83. -192. 25. 689. 448. 108. -96. -143. -85. -432. 2. 2004 -127. -130. -108. -206. 35. 672. 474. 99. -65. -128. -94. -429. 0. 2005 -115. -108. -123. -233. 3. 679. 514. 106. -58. -105. -95. -423. 4. 2006 -135. -123. -129. -224. -33. 658. 547. 119. -36. -107. -90. -395. 5. 2007 -144. -146. -151. -226. -73. 661. 571. 154. -6. -110. -118. -383. 3. 2008 -151. -216. -145. -230. -102. 692. 594. 178. -17. -112. -115. -400. -2. 2009 -151. -192. -173. -215. -107. 690. 625. 213. -13. -122. -133. -415. 0. 2010 -149. -199. -183. -217. -101. 710. 627. 217. -7. 77. AVGE -101. -85. -118. -259. -68. 710. 414. 82. 21. -65. -137. -391. Table Total- 1261. Mean- 2. Std. Dev.- 292. Min - -474. Max - 850. D 16.A Combined adjustment component forecasts From 2010.Oct to 2011.Sep Observations 12 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec AVGE ----------------------------------------------------------------------------- 2010 -114. -162. -417. -231. 2011 -147. -199. -191. -212. -115. 728. 639. 226. -26. 78. D 18 Combined calendar adjustment factors (includes trading day factors) From 1968.May to 2010.Sep Observations 509 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec AVGE ----------------------------------------------------------------------------- 1968 0. 10. -3. -6. 11. -5. -6. 0. 0. 1969 0. 9. 12. -5. -6. 11. -5. 3. -9. 0. 10. -3. 1. 1970 -6. 9. 0. 6. 3. -9. 0. 12. -5. -6. 11. -5. 1. 1971 3. 9. -3. -7. 12. -5. -6. 0. 6. 3. -9. 0. 0. 1972 12. -40. 0. 10. -3. -7. 12. -5. -6. 0. 6. 3. -2. 1973 -3. 9. -6. 11. -5. -6. 0. 0. 10. -3. -7. 12. 1. 1974 -5. 9. 3. -9. 0. 10. -3. -6. 11. -5. -6. 0. 0. 1975 0. 9. 12. -5. -6. 11. -5. 3. -9. 0. 10. -3. 1. 1976 -6. -19. -3. -7. 12. -5. -6. 0. 6. 3. -9. 0. -3. 1977 12. 9. -5. -6. 0. 6. 3. -3. -7. 12. -5. -6. 1. 1978 0. 9. 0. 10. -3. -7. 12. -5. -6. 0. 6. 3. 2. 1979 -3. 9. -6. 11. -5. -6. 0. 0. 10. -3. -7. 12. 1. 1980 -5. -35. 12. -5. -6. 11. -5. 3. -9. 0. 10. -3. -3. 1981 -6. 9. 0. 6. 3. -9. 0. 12. -5. -6. 11. -5. 1. 1982 3. 9. -3. -7. 12. -5. -6. 0. 6. 3. -9. 0. 0. 1983 12. 9. -5. -6. 0. 6. 3. -3. -7. 12. -5. -6. 1. 1984 0. -22. -6. 11. -5. -6. 0. 0. 10. -3. -7. 12. -1. 1985 -5. 9. 3. -9. 0. 10. -3. -6. 11. -5. -6. 0. 0. 1986 0. 9. 12. -5. -6. 11. -5. 3. -9. 0. 10. -3. 1. 1987 -6. 9. 0. 6. 3. -9. 0. 12. -5. -6. 11. -5. 1. 1988 3. -26. -5. -6. 0. 6. 3. -3. -7. 12. -5. -6. -3. 1989 0. 9. 0. 10. -3. -7. 12. -5. -6. 0. 6. 3. 2. 1990 -3. 9. -6. 11. -5. -6. 0. 0. 10. -3. -7. 12. 1. 1991 -5. 9. 3. -9. 0. 10. -3. -6. 11. -5. -6. 0. 0. 1992 0. -27. 0. 6. 3. -9. 0. 12. -5. -6. 11. -5. -2. 1993 3. 9. -3. -7. 12. -5. -6. 0. 6. 3. -9. 0. 0. 1994 12. 9. -5. -6. 0. 6. 3. -3. -7. 12. -5. -6. 1. 1995 0. 9. 0. 10. -3. -7. 12. -5. -6. 0. 6. 3. 2. 1996 -3. -29. 3. -9. 0. 10. -3. -6. 11. -5. -6. 0. -3. 1997 0. 9. 12. -5. -6. 11. -5. 3. -9. 0. 10. -3. 1. 1998 -6. 9. 0. 6. 3. -9. 0. 12. -5. -6. 11. -5. 1. 1999 3. 9. -3. -7. 12. -5. -6. 0. 6. 3. -9. 0. 0. 2000 12. -40. 0. 10. -3. -7. 12. -5. -6. 0. 6. 3. -2. 2001 -3. 9. -6. 11. -5. -6. 0. 0. 10. -3. -7. 12. 1. 2002 -5. 9. 3. -9. 0. 10. -3. -6. 11. -5. -6. 0. 0. 2003 0. 9. 12. -5. -6. 11. -5. 3. -9. 0. 10. -3. 1. 2004 -6. -19. -3. -7. 12. -5. -6. 0. 6. 3. -9. 0. -3. 2005 12. 9. -5. -6. 0. 6. 3. -3. -7. 12. -5. -6. 1. 2006 0. 9. 0. 10. -3. -7. 12. -5. -6. 0. 6. 3. 2. 2007 -3. 9. -6. 11. -5. -6. 0. 0. 10. -3. -7. 12. 1. 2008 -5. -35. 12. -5. -6. 11. -5. 3. -9. 0. 10. -3. -3. 2009 -6. 9. 0. 6. 3. -9. 0. 12. -5. -6. 11. -5. 1. 2010 3. 9. -3. -7. 12. -5. -6. 0. 6. 1. AVGE 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. Table Total- 25. Mean- 0. Std. Dev.- 8. Min - -40. Max - 12. D 18.A Combined calendar adjustment component forecasts From 2010.Oct to 2011.Sep Observations 12 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec AVGE ----------------------------------------------------------------------------- 2010 3. -9. 0. -2. 2011 12. 9. -5. -6. 0. 6. 3. -3. -7. 1. E 4 Differences of annual totals From 1969 to 2009 Observations 41 ----------------------------------- Year Unmodified Modified (D11) (E3) ----------------------------------- 1969 10. 10. 1970 1. 1. 1971 -2. -2. 1972 -28. -28. 1973 5. 5. 1974 -9. -9. 1975 15. 15. 1976 -38. -38. 1977 1. 1. 1978 9. 9. 1979 4. 4. 1980 -41. -41. 1981 -5. -5. 1982 -15. -15. 1983 -14. -14. 1984 -40. -40. 1985 -25. -25. 1986 10. 10. 1987 20. 20. 1988 -16. -16. 1989 24. 24. 1990 -1. -1. 1991 -33. -33. 1992 -66. -66. 1993 -41. -41. 1994 -23. -23. 1995 8. 8. 1996 -30. -30. 1997 38. 38. 1998 39. 39. 1999 30. 30. 2000 0. 0. 2001 19. 19. 2002 8. 8. 2003 28. 28. 2004 -5. -5. 2005 43. 43. 2006 55. 55. 2007 30. 30. 2008 -24. -24. 2009 6. 6. E 5 Month-to-month differences in the original series From 1968.Jun to 2010.Sep Observations 508 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec AVGE ----------------------------------------------------------------------------- 1968 1352. -626. -412. -44. -45. 51. -110. 24. 1969 -19. 124. -100. -110. 22. 995. -333. -276. 82. -43. -157. -233. -4. 1970 210. 208. -41. -118. -99. 1229. -408. -289. 109. -154. 175. -220. 50. 1971 74. 47. 135. -252. 30. 1229. -402. -363. -10. -87. -16. -281. 9. 1972 217. 83. -56. -75. -211. 1133. -426. -363. 38. -52. -160. -313. -15. 1973 218. 129. -123. -31. -24. 876. -325. -331. -8. -165. -111. -198. -8. 1974 186. 75. -97. -151. 293. 1050. -344. -392. 286. -244. 126. -234. 46. 1975 443. -101. 7. -158. 238. 996. -461. -231. -76. -3. -218. -123. 26. 1976 311. -46. -166. -158. 34. 1143. -457. -137. 34. -157. 42. -352. 8. 1977 319. 47. -68. -224. 42. 1252. -677. -297. 21. -171. -25. -401. -15. 1978 334. -42. 27. -349. 164. 947. -278. -419. 135. -356. 88. -178. 6. 1979 45. 120. -97. -231. 144. 942. -506. -207. 69. -154. -172. -30. -6. 1980 179. 48. -41. -167. 331. 814. -344. -314. -37. 97. -201. -314. 4. 1981 541. -87. 73. -225. 212. 823. -442. -324. 30. 162. -6. -348. 34. 1982 290. 248. -111. -86. 377. 794. -185. -347. -6. -176. 76. -144. 61. 1983 172. -79. -137. -60. 165. 1118. -635. -297. -135. -142. -229. -260. -43. 1984 290. -129. 90. -40. 84. 590. -298. -81. -120. -155. -223. -152. -12. 1985 337. -42. 114. -162. 419. 508. -403. -410. 148. -85. -203. -223. 0. 1986 139. 244. -135. -66. 253. 588. -369. -207. -27. -107. -145. -414. -20. 1987 409. -29. -12. -306. 419. 377. -454. -119. -52. -95. -53. -216. -11. 1988 234. 57. -183. -87. 190. 410. -195. -181. -172. -57. -32. -288. -25. 1989 380. -46. -143. -2. 240. 750. -464. -412. 118. -36. -125. -255. 0. 1990 158. 132. -93. -184. 361. 383. -17. -291. 50. -83. -117. -35. 22. 1991 182. -17. 43. -120. 495. 429. -246. -241. -107. 58. -179. -97. 17. 1992 401. -117. -35. -226. 459. 829. -286. -371. -3. -346. -7. -120. 15. 1993 400. -122. -260. -61. 494. 511. -389. -403. -31. -86. -157. -266. -31. 1994 667. -16. 48. 19. 154. 504. -183. -396. -299. -31. -283. -344. -13. 1995 475. -91. 19. 177. -1. 780. -207. -447. -75. -212. -130. -243. 4. 1996 461. -63. 40. -155. 442. 451. -2. -619. -164. -14. -110. -124. 12. 1997 308. 134. -58. -267. 179. 559. -131. -590. -28. -104. -127. -244. -31. 1998 351. 81. 4. -277. 133. 757. -305. -374. -75. 64. -185. -350. -15. 1999 376. 125. -217. -82. 83. 617. -132. -448. 58. -52. -176. -204. -4. 2000 252. 38. 4. -200. 379. 488. -256. -275. -279. -26. 39. -187. -2. 2001 284. -72. -30. 41. 86. 654. -240. -107. -126. -72. 86. -145. 30. 2002 206. 91. 190. -198. 192. 689. -262. -356. -204. -131. 199. -326. 8. 2003 375. 19. 111. -16. 191. 929. -389. -492. -158. -70. -122. -230. 12. 2004 449. -100. 10. -170. 447. 637. -307. -345. -197. 17. -95. -344. 0. 2005 197. 268. -53. -53. 211. 519. -203. -370. -211. -38. 158. -471. -4. 2006 187. 184. -216. -153. 100. 844. -34. -405. -191. -156. 31. -364. -14. 2007 317. -125. 76. -70. 99. 760. -309. -325. 78. -93. 14. -161. 22. 2008 128. -104. 67. -173. 796. 753. 46. -448. -254. -61. -84. -143. 44. 2009 197. 371. -91. 26. 503. 1106. -262. -318. -214. -41. 58. -356. 82. 2010 430. -162. 33. 118. 135. 875. -20. -425. -451. 59. AVGE 288. 31. -35. -121. 220. 790. -306. -336. -58. -88. -64. -239. Table Total- 3519. Mean- 7. Std. Dev.- 332. Min - -677. Max - 1352. E 6 Month-to-month differences in seasonally adjusted series (D11) From 1968.Jun to 2010.Sep Observations 508 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec AVGE ----------------------------------------------------------------------------- 1968 160. -169. -55. -116. 122. 42. 147. 19. 1969 -147. -8. -54. 78. 90. -205. 126. 69. 44. 90. -166. 46. -3. 1970 75. 70. 23. 38. -33. 71. 21. 46. 82. -20. 178. 64. 51. 1971 -89. -78. 209. -90. 53. 102. 29. -23. -62. 53. 23. -20. 9. 1972 30. 37. -30. 73. -202. 34. -21. -7. 1. 77. -131. -40. -15. 1973 17. 46. -29. 108. -57. -190. 93. -6. -52. -14. -74. 64. -8. 1974 -36. 19. -1. 17. 196. 6. 99. -89. 242. -88. 158. 52. 48. 1975 171. -128. 96. 31. 123. -39. -10. 45. -100. 145. -210. 196. 27. 1976 29. -39. -108. 47. -119. 151. -15. 129. -10. 4. 73. -53. 7. 1977 23. 39. 11. -1. -112. 253. -237. -22. -17. -43. 31. -96. -14. 1978 50. -76. 86. -128. 15. -12. 138. -127. 97. -250. 154. 120. 6. 1979 -217. 66. -36. -16. -32. 29. -99. 94. 25. -66. -66. 234. -7. 1980 -62. 28. -40. 63. 115. -69. 67. -9. -38. 131. -85. -38. 5. 1981 291. -146. 136. -53. -19. 23. -87. -19. 56. 191. 125. -82. 35. 1982 17. 222. -60. 66. 121. 44. 165. -48. 14. -142. 249. 89. 61. 1983 -121. -80. -95. 65. -84. 399. -303. -2. -104. -108. -46. -20. -42. 1984 -21. -96. 86. 61. -159. -69. 30. 175. -104. -64. -58. 63. -13. 1985 35. -50. 136. -35. 135. -107. -55. -183. 159. 24. -55. 10. 1. 1986 -199. 241. -114. 69. -39. 4. -5. -17. 22. -31. -28. -155. -21. 1987 78. -60. 54. -195. 121. -161. -119. 64. 8. -19. 34. 46. -12. 1988 -93. 67. -129. 35. -136. -136. 139. 28. -112. -15. 84. -62. -27. 1989 80. -69. -49. 116. -80. 200. -172. -164. 180. 16. -18. -58. -2. 1990 -126. 135. -2. -64. 20. -188. 277. -23. 103. -17. 31. 110. 21. 1991 -100. 4. 115. 44. 109. -176. 50. 73. -57. 132. -5. 47. 20. 1992 67. -30. -21. -68. 67. 235. -22. -39. 92. -279. 166. 49. 18. 1993 14. -59. -225. 114. 95. -99. -134. -34. 59. -6. 45. -110. -28. 1994 240. 47. 76. 185. -199. -141. 52. 16. -193. 39. -93. -161. -11. 1995 41. -71. 31. 341. -288. 136. -19. -1. 25. -132. 16. -39. 3. 1996 47. -48. 13. 30. 186. -211. 198. -170. -101. 81. 25. 86. 11. 1997 -90. 78. -47. -76. -28. -116. 72. -160. 58. -50. -20. -13. -33. 1998 -13. -1. 46. -125. -43. 115. -119. 27. 11. 124. -110. -117. -17. 1999 39. 53. -174. 65. -101. -17. 83. -88. 152. 2. -107. 18. -6. 2000 -63. 41. -14. -100. 237. -157. -51. 83. -153. 27. 52. 67. -3. 2001 -3. -106. -12. 120. -69. 5. -9. 220. 28. -2. 78. 112. 30. 2002 -74. 73. 188. -105. -8. 38. -17. -18. -39. -56. 165. -28. 10. 2003 76. 3. 97. 93. -26. 266. -149. -151. 46. -23. -179. 116. 14. 2004 143. -97. -13. -72. 206. 0. -109. 29. -33. 80. -128. -10. 0. 2005 -117. 261. -38. 58. -25. -158. -38. 38. -46. 9. 149. -143. -4. 2006 -101. 172. -210. -58. -91. 153. 77. 23. -36. -85. 14. -59. -17. 2007 66. -123. 81. 6. -54. 25. -219. 92. 238. 11. 22. 104. 21. 2008 -103. -40. -3. -88. 669. -42. 144. -32. -59. 34. -81. 143. 45. 2009 -52. 412. -110. 68. 394. 310. -197. 94. 12. 67. 70. -74. 83. 2010 164. -112. 17. 152. 18. 65. 63. -15. -227. 14. AVGE -1. 14. -3. 21. 23. 12. -11. -4. 2. -1. 8. 14. Table Total- 3183. Mean- 6. Std. Dev.- 115. Min - -303. Max - 669. E 7 Month-to-month differences in final trend cycle (D12) From 1968.Jun to 2010.Sep Observations 508 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec AVGE ----------------------------------------------------------------------------- 1968 -11. -11. -9. -4. 2. 4. 5. -3. 1969 5. 3. 3. 8. 17. 24. 25. 19. 13. 11. 17. 25. 14. 1970 32. 38. 38. 35. 27. 25. 35. 50. 59. 60. 54. 40. 41. 1971 26. 18. 20. 26. 31. 31. 22. 10. 4. 3. 7. 14. 18. 1972 13. 2. -13. -26. -29. -25. -17. -11. -10. -15. -17. -12. -13. 1973 -1. 7. 10. 4. -8. -24. -33. -35. -32. -25. -20. -15. -14. 1974 -4. 16. 34. 53. 65. 70. 68. 63. 60. 58. 58. 58. 50. 1975 56. 54. 51. 44. 33. 24. 13. 7. 9. 14. 14. 6. 27. 1976 -9. -22. -26. -17. 2. 22. 38. 42. 36. 26. 21. 15. 11. 1977 11. 6. 0. -8. -17. -21. -25. -23. -23. -22. -20. -18. -13. 1978 -19. -19. -19. -14. -6. 2. 8. 8. 0. -11. -21. -24. -10. 1979 -21. -18. -18. -15. -13. -11. -7. 1. 13. 20. 21. 20. -2. 1980 20. 21. 25. 25. 25. 26. 21. 12. 7. 11. 22. 33. 21. 1981 40. 41. 30. 8. -13. -21. -6. 17. 43. 65. 72. 70. 29. 1982 61. 56. 62. 72. 75. 67. 58. 52. 46. 30. 14. -6. 49. 1983 -27. -41. -40. -24. -4. 4. -5. -26. -49. -64. -62. -48. -32. 1984 -30. -20. -20. -23. -22. -18. -14. -8. -4. 0. 1. 6. -13. 1985 18. 29. 33. 24. 8. -6. -16. -22. -20. -13. -9. -6. 2. 1986 -7. -7. -7. -7. -6. -3. -2. -8. -19. -27. -33. -35. -13. 1987 -32. -31. -35. -41. -49. -52. -42. -24. -5. 7. 12. 7. -24. 1988 -10. -27. -37. -40. -40. -34. -29. -22. -12. -8. -3. -1. -22. 1989 1. 1. -1. -2. 2. 7. 10. 6. -4. -11. -17. -21. -3. 1990 -21. -15. -7. 3. 12. 18. 26. 36. 38. 32. 22. 22. 14. 1991 27. 30. 31. 27. 20. 13. 9. 13. 27. 42. 45. 31. 26. 1992 13. 7. 9. 21. 40. 51. 49. 35. 16. 0. -13. -19. 17. 1993 -22. -27. -33. -39. -44. -44. -36. -23. -5. 20. 44. 61. -12. 1994 62. 48. 31. 10. -12. -27. -40. -50. -60. -69. -72. -66. -20. 1995 -48. -18. 10. 34. 47. 42. 24. 3. -17. -29. -30. -21. 0. 1996 -10. -1. 6. 7. 4. -1. -2. -1. 4. 13. 19. 19. 5. 1997 9. -6. -27. -43. -50. -51. -45. -38. -30. -22. -14. -12. -27. 1998 -12. -13. -18. -21. -22. -14. -5. -1. 1. -5. -14. -21. -12. 1999 -29. -35. -36. -32. -21. -7. 9. 18. 15. 4. -9. -21. -12. 2000 -21. -16. -7. 1. -3. -12. -19. -17. -7. 0. 6. 8. -7. 2001 5. -4. -10. -7. 11. 30. 49. 61. 63. 62. 56. 46. 30. 2002 40. 38. 35. 25. 11. -1. -10. -11. -3. 8. 22. 37. 16. 2003 48. 56. 56. 50. 37. 21. 0. -14. -19. -14. -11. -10. 17. 2004 -4. 2. 8. 13. 15. 14. 7. -6. -19. -22. -13. 6. 0. 2005 20. 24. 16. -3. -27. -44. -41. -27. -11. -1. -3. -18. -10. 2006 -35. -43. -37. -18. 5. 21. 21. 12. -4. -23. -30. -27. -13. 2007 -16. -6. -5. -10. -12. -6. 8. 29. 45. 53. 41. 17. 11. 2008 -12. -33. -33. -18. 609. 12. 15. 6. -2. -2. 15. 41. 50. 2009 67. 81. 76. 61. 544. 33. 30. 35. 43. 42. 34. 25. 89. 2010 22. 26. 38. 51. 55. 48. 30. 9. -8. 30. AVGE 5. 5. 5. 5. 31. 4. 4. 4. 4. 5. 5. 5. Table Total- 3391. Mean- 7. Std. Dev.- 47. Min - -72. Max - 609. E 8 Month-to-month differences in original series adjusted for calendar factors (A18) From 1968.Jun to 2010.Sep Observations 508 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec AVGE ----------------------------------------------------------------------------- 1968 1342. -614. -409. -61. -28. 51. -116. 24. 1969 -19. 114. -102. -93. 23. 978. -316. -285. 94. -52. -167. -221. -4. 1970 213. 192. -31. -124. -96. 1241. -417. -301. 126. -153. 158. -203. 50. 1971 65. 41. 147. -248. 11. 1246. -401. -369. -16. -84. -4. -290. 8. 1972 205. 134. -95. -85. -199. 1137. -445. -346. 38. -58. -166. -310. -16. 1973 224. 117. -107. -48. -7. 876. -331. -331. -18. -153. -107. -217. -8. 1974 203. 60. -91. -139. 284. 1040. -332. -389. 269. -227. 126. -240. 47. 1975 443. -111. 5. -141. 239. 979. -444. -240. -64. -12. -228. -111. 26. 1976 314. -33. -182. -154. 15. 1160. -456. -143. 28. -154. 54. -361. 7. 1977 307. 49. -53. -224. 36. 1246. -674. -291. 25. -190. -8. -400. -15. 1978 328. -52. 37. -359. 176. 951. -297. -402. 135. -362. 82. -175. 5. 1979 51. 108. -81. -248. 161. 942. -512. -207. 59. -142. -168. -49. -7. 1980 196. 77. -87. -150. 332. 797. -327. -323. -25. 88. -211. -302. 5. 1981 544. -103. 83. -231. 215. 835. -451. -336. 47. 163. -23. -331. 34. 1982 281. 242. -99. -82. 358. 811. -184. -353. -12. -173. 88. -153. 60. 1983 160. -77. -122. -60. 159. 1112. -632. -291. -131. -161. -212. -259. -43. 1984 284. -107. 74. -57. 101. 590. -304. -81. -130. -143. -219. -171. -13. 1985 354. -57. 120. -150. 410. 498. -391. -407. 131. -68. -203. -229. 1. 1986 139. 234. -137. -49. 254. 571. -352. -216. -15. -116. -155. -402. -20. 1987 412. -45. -2. -312. 422. 389. -463. -131. -35. -94. -70. -199. -11. 1988 225. 86. -204. -87. 184. 404. -192. -175. -168. -76. -15. -287. -25. 1989 374. -56. -133. -12. 252. 754. -483. -395. 118. -42. -131. -252. 0. 1990 164. 120. -77. -201. 378. 383. -23. -291. 40. -71. -113. -54. 21. 1991 199. -32. 49. -108. 486. 419. -234. -238. -124. 75. -179. -103. 18. 1992 401. -90. -62. -232. 462. 841. -295. -383. 14. -345. -24. -103. 15. 1993 391. -128. -248. -57. 475. 528. -388. -409. -37. -83. -145. -275. -31. 1994 654. -13. 63. 19. 148. 498. -180. -390. -295. -50. -266. -343. -13. 1995 469. -100. 28. 167. 12. 784. -226. -430. -75. -218. -137. -240. 3. 1996 467. -37. 8. -143. 434. 441. 10. -616. -181. 2. -110. -129. 12. 1997 309. 124. -60. -251. 180. 542. -114. -599. -15. -113. -137. -232. -31. 1998 354. 65. 14. -283. 136. 769. -314. -386. -58. 66. -203. -333. -15. 1999 367. 119. -204. -78. 64. 634. -131. -454. 52. -49. -164. -213. -5. 2000 240. 89. -36. -210. 391. 492. -275. -258. -278. -32. 33. -184. -2. 2001 290. -84. -14. 24. 103. 655. -246. -107. -136. -60. 90. -164. 29. 2002 223. 76. 197. -186. 183. 679. -249. -353. -221. -114. 200. -332. 9. 2003 375. 9. 109. 1. 192. 912. -373. -500. -145. -79. -132. -218. 13. 2004 452. -87. -7. -166. 428. 654. -306. -351. -203. 20. -82. -353. 0. 2005 185. 270. -38. -52. 205. 513. -200. -364. -206. -57. 175. -469. -3. 2006 181. 174. -207. -163. 112. 848. -53. -388. -191. -162. 25. -361. -15. 2007 323. -137. 91. -87. 116. 760. -315. -325. 68. -81. 19. -180. 21. 2008 145. -75. 21. -156. 797. 735. 62. -457. -242. -70. -94. -130. 45. 2009 200. 355. -82. 20. 505. 1119. -270. -331. -197. -40. 41. -339. 82. 2010 422. -168. 45. 122. 116. 892. -19. -431. -457. 58. AVGE 289. 30. -35. -121. 220. 791. -306. -337. -58. -88. -65. -239. Table Total- 3512. Mean- 7. Std. Dev.- 332. Min - -674. Max - 1342. F 2. Summary Measures F 2.A: Average differences without regard to sign over the indicated span Span in A1 D11 D13 D12 D10 A2 D18 F1 months O CI I C S P TD&H mcd 1 238.52 85.65 81.39 23.41 219.84 2.19 10.12 28.93 2 334.89 95.97 79.01 46.06 318.98 4.38 10.09 55.28 3 367.06 111.29 77.85 67.67 343.96 6.58 7.67 78.85 4 368.34 125.04 74.86 87.57 340.04 8.80 9.15 99.57 5 392.37 132.78 69.24 105.87 367.06 11.02 8.85 118.06 6 414.28 149.94 75.03 122.64 381.80 13.25 8.38 135.65 7 405.69 163.34 75.00 138.63 366.46 15.48 9.48 152.60 8 397.33 175.04 70.59 154.01 341.11 17.73 8.46 170.29 9 399.23 186.26 72.91 168.87 345.90 19.99 6.49 187.78 10 384.34 200.43 74.46 182.99 319.64 22.25 8.98 204.76 11 316.48 213.00 70.84 196.38 219.33 24.53 9.35 221.11 12 227.59 227.68 81.07 209.37 12.13 26.81 8.96 236.75 Span in E1 E2 E3 months Mod.O Mod.CI Mod.I 1 234.10 69.16 64.29 2 330.12 81.22 62.59 3 360.89 95.18 59.31 4 362.71 113.00 58.01 5 389.38 125.99 55.42 6 413.47 140.51 59.30 7 401.70 154.73 58.80 8 392.78 166.74 52.68 9 396.24 180.80 58.10 10 382.83 194.53 58.39 11 313.58 207.80 55.19 12 221.48 221.57 64.42 F 2.B: Relative contributions to the variance of the differences in the components of the original series Span in E3 D12 D10 A2 D18 RATIO months I C S P TD&H TOTAL (X100) 1 7.78 1.03 90.99 0.01 0.19 100.00 96.93 2 3.63 1.97 94.29 0.02 0.09 100.00 99.02 3 2.78 3.62 93.52 0.03 0.05 100.00 97.13 4 2.65 6.05 91.17 0.06 0.07 100.00 96.40 5 2.06 7.51 90.30 0.08 0.05 100.00 98.42 6 2.14 9.14 88.58 0.11 0.04 100.00 96.26 7 2.20 12.22 85.37 0.15 0.06 100.00 97.49 8 1.94 16.56 81.23 0.22 0.05 100.00 92.85 9 2.22 18.76 78.72 0.26 0.03 100.00 96.80 10 2.44 23.98 73.17 0.35 0.06 100.00 95.28 11 3.37 42.66 53.21 0.67 0.10 100.00 91.94 12 8.48 89.59 0.30 1.47 0.16 100.00 99.75 F 2.C: Average differences with regard to sign and standard deviation over indicated span Span A1 D13 D12 in O I C months Avg. S.D. Avg. S.D. Avg. S.D. 1 4.74 329.32 -0.41 104.29 4.49 29.05 2 7.72 440.36 -0.73 103.93 9.03 57.23 3 12.79 461.74 -0.69 104.50 13.60 83.84 4 18.74 469.46 -0.62 99.34 18.15 108.53 5 23.06 506.82 -0.37 93.29 22.63 131.26 6 27.22 558.49 -0.28 98.64 27.01 152.25 7 31.06 519.37 -0.47 98.83 31.29 171.86 8 35.07 494.75 -0.90 99.22 35.51 190.42 9 39.45 497.66 -0.75 95.18 39.69 208.13 10 42.75 490.62 -0.86 98.40 43.83 225.04 11 46.97 404.94 -0.66 96.64 47.93 241.13 12 51.31 280.09 -0.67 105.61 51.96 256.39 Span D10 D11 F1 in S CI mcd months Avg. S.D. Avg. S.D. Avg. S.D. 1 0.65 307.57 4.08 109.61 6.67 38.10 2 -0.58 419.39 8.31 122.98 13.45 72.68 3 -0.11 435.30 12.91 140.88 20.22 103.61 4 1.23 437.06 17.52 155.07 26.82 131.12 5 0.82 471.98 22.25 168.04 33.28 155.49 6 0.51 521.85 26.72 186.19 39.65 178.17 7 0.24 472.68 30.83 201.14 45.99 200.10 8 0.44 438.33 34.62 217.07 52.39 221.60 9 0.49 436.19 38.94 231.38 58.76 242.76 10 -0.21 419.95 42.97 248.16 65.08 263.47 11 -0.29 305.78 47.27 262.24 71.33 283.63 12 0.04 15.12 51.29 279.33 77.52 303.27 F 2.D: Average duration of run CI I C mcd 1.61 1.46 8.61 5.04 F 2.E: I/C Ratio for months span SPAN 1 2 3 4 5 6 I/C 3.48 1.72 1.15 0.85 0.65 0.61 SPAN 7 8 9 10 11 12 I/C 0.54 0.46 0.43 0.41 0.36 0.39 months for cyclical dominance: 4 F 2.F: Relative contribution of the components to the stationary portion of the variance in the original series I C S P TD&H Total 0.72 56.67 22.71 12.64 0.02 92.75 F 2.G: The autocorrelation of the irregulars for spans 1 to 14 SPAN 1 2 3 4 5 6 7 ACF -0.12 -0.12 -0.13 -0.02 0.10 -0.01 -0.01 SPAN 8 9 10 11 12 13 14 ACF -0.02 0.06 0.00 0.03 -0.15 0.09 0.05 F 2.H: The final I/C Ratio from Table D12: 2.31 The final I/S Ratio from Table D10: 4.87 F 2.I: Statistic Prob. level F-test for stable seasonality from Table B 1. : 306.649 0.00% F-test for stable seasonality from Table D 8. : 367.264 0.00% Kruskal-Wallis Chi Squared test for stable seasonality from Table D 8. : 383.819 0.00% F-test for moving seasonality from Table D 8. : 1.402 5.72% F 3. Monitoring and Quality Assessment Statistics The measures below are between 0 and 3; acceptance region from 0 to 1. 1. The relative contribution of the irregular over three M1 = 0.278 months span (from Table F 2.B). 2. The relative contribution of the irregular component M2 = 0.082 to the stationary portion of the variance (from Table F 2.F). 3. The amount of month to month change in the irregular M3 = 0.655 component as compared to the amount of month to month change in the trend-cycle (from Table F2.H). 4. The amount of autocorrelation in the irregular as M4 = 0.368 described by the average duration of run (Table F 2.D). 5. The number of months it takes the change in the trend- M5 = 0.602 cycle to surpass the amount of change in the irregular (from Table F 2.E). 6. The amount of year to year change in the irregular as M6 = 0.347 compared to the amount of year to year change in the seasonal (from Table F 2.H). 7. The amount of moving seasonality present relative to M7 = 0.124 the amount of stable seasonality (from Table F 2.I). 8. The size of the fluctuations in the seasonal component M8 = 0.416 throughout the whole series. 9. The average linear movement in the seasonal component M9 = 0.100 throughout the whole series. 10. Same as 8, calculated for recent years only. M10 = 0.524 11. Same as 9, calculated for recent years only. M11 = 0.488 *** ACCEPTED *** at the level 0.33 *** Q (without M2) = 0.36 ACCEPTED. F 4. Additive Day of the Week Trading Day Component Factors Day of Week Component for regARIMA Trading Day Factors: months starting on: Mon Tue Wed Thu Fri Sat Sun 31-day months -3. -5. 0. -6. 3. 12. 0. 30-day months -9. -5. 6. -7. -6. 10. 11. Leap year Feb. 2. -11. 6. 0. -6. 1. 9. G 0 10*LOG(SPECTRUM) of the differenced Prior Adjusted Series (Table B1). Spectrum estimated from 2002.Oct to 2010.Sep. ++++++++++I+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++I 62.66I S I 62.66 I S I I S I I S I 60.62I S I 60.62 I S S S S I I S S S S I I S S S S I 58.57I S S S S I 58.57 I S S S S I I S S S S I I S S S S I 56.53I S S S S I 56.53 I S S S S I I S S S S I I S S S S I 54.48I S S S S I 54.48 I S S S S I I S S *S S I I S S *S S I 52.43I S S *S S I 52.43 I S S *S* S I I S S *S* S * I I S S *S* S* * I 50.39I S S* *S* S* * I 50.39 I *S S* *S* S* * I I *S *S* *S* *S* * I I *S *S* *S* S *S*T* I 48.34I *S* *S* *S* *S *S*T* I 48.34 I *S* *S* *S** *S *S*T** I I *S* *S* *S** *S *S*T** I I *S* * *S** **S** *S *S*T** I 46.30I *S* * *S** **S** *S* *S*T** I 46.30 I **S* ** *S** **S*** *S* *S*T** I I **S* ** *S*** **S*** **S* *S*T** I I **S* ** *S*** **S**** **S* *S*T** I 44.25I **S* ** **S*** **S**** **S* * *S*T** I 44.25 I **S* ** **S*** **S**** **S*T ** **S*T** *SI I **S* ******S**** ***S***** ***S*T*** **S*T*** *SI I **S** ******S**** ***S*********S*T*** **S*T*** **SI 42.21I **S** ******S***** ***S*********S*T**** **S*T*** **SI 42.21 I ***S*********S*********S*********S*T*******S*T*** **SI I ***S*********S*********S*********S*T*******S*T*******SI I ***S*********S*********S*********S*T*******S*T*******SI 40.16I * ***S*********S*********S*********S*T*******S*T*******SI 40.16 I * ***S*********S*********S*********S*T*******S*T*******SI I * ***S*********S*********S*********S*T*******S*T*******SI I ** ***S*********S*********S*********S*T*******S*T*******SI 38.12I *** ***S*********S*********S*********S*T*******S*T*******SI 38.12 I *** ****S*********S*********S*********S*T*******S*T*******SI I**** ****S*********S*********S*********S*T*******S*T*******SI I**** ****S*********S*********S*********S*T*******S*T*******SI 36.07I**********S*********S*********S*********S*T*******S*T*******SI 36.07 ++++++++++I+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++I S=SEASONAL FREQUENCIES, T=TRADING DAY FREQUENCIES G 1 10*LOG(SPECTRUM) of the differenced Seasonally Adjusted Data (Table E2). Spectrum estimated from 2002.Oct to 2010.Sep. ++++++++++I+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++I 47.03I * I 47.03 I * I I * I I * I 45.51I * * I 45.51 I * * I I * * * I I * * * * * I 43.99I * * * * * I 43.99 I * * * * * * I I * * * * * * I I * * * * * * I 42.47I * * * * * * * I 42.47 I * * * * * * * I I * * * * * ** ** I I * * * * * * ** ** I 40.95I * * * * * * ** ** I 40.95 I * * * ** * * ** ** I I ** * * ** * *** ** ** I I ** * * ** * *** ** ** I 39.43I ** * * * ** T* *** ** ** I 39.43 I * ** * ** * ** T** *** T** ** I I ** ** * ** * ** T** *** T** ** I I*** ** * *** ** ** T** *** T** *** I 37.92I*** ** ** *** ** ** T** *** T** *** I 37.92 I*** ** ** **** ** ** T****** T****** I I*** ** ** **** ** ** T****** T****** I I*** *** ******** ** *** T******* T****** I 36.40I*** * *** ******** *** *** T******* T****** I 36.40 I*** * *** ******** *** ***S*T******* *T****** I I*** ** *** ********S *** ***S*T******* *T****** I I**** ** *** ********S *** ***S*T*******S*T******* I 34.88I**** ** *** ********S *** ***S*T*******S*T******* I 34.88 I**** ** *** ********S *******S*T*******S*T******* I I**** *** **** ********S ********S*T*******S*T******* I I**** *** **** ********S ********S*T*******S*T*******SI 33.36I**** *** **** ********S*********S*T*******S*T*******SI 33.36 I**** **** **** ********S*********S*T*******S*T*******SI I***** ****S ***** ********S*********S*T*******S*T*******SI I***** ****S******* ********S*********S*T*******S*T*******SI 31.84I**********S******* ********S*********S*T*******S*T*******SI 31.84 I**********S******* ********S*********S*T*******S*T*******SI I**********S******* ********S*********S*T*******S*T*******SI I**********S******* *********S*********S*T*******S*T*******SI 30.32I**********S******* *********S*********S*T*******S*T*******SI 30.32 I**********S******* *********S*********S*T*******S*T*******SI I**********S******* *********S*********S*T*******S*T*******SI I**********S******* *********S*********S*T*******S*T*******SI 28.80I**********S******* *********S*********S*T*******S*T*******SI 28.80 I**********S******** *********S*********S*T*******S*T*******SI I**********S******** *********S*********S*T*******S*T*******SI I**********S******** S*********S*********S*T*******S*T*******SI 27.28I**********S*********S*********S*********S*T*******S*T*******SI 27.28 ++++++++++I+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++I S=SEASONAL FREQUENCIES, T=TRADING DAY FREQUENCIES G 2 10*LOG(SPECTRUM) of the Modified Irregular (Table E3). Spectrum estimated from 2002.Oct to 2010.Sep. ++++++++++I+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++I 41.59I * I 41.59 I * * I I * * * I I * * * * I 39.62I * * * * * I 39.62 I * * * * * * * I I * * * * * * * I I * * * * * * * * I 37.65I * * * * * * * * * I 37.65 I ** * * * * * * * * I I ** * * * * * * * ** I I ** ** ** * * * * * ** I 35.68I ** ** *** * ** * * * ** I 35.68 I ** *** **** * ** * ** ** ** I I ** ******** * ** T* *** ** ** I I ** ******** ** ** T** *** ** ** I 33.71I *** ******** ** ** T** *** ** ** I 33.71 I *** ******** ** ** T** *** T** ** I I *** ******** *** *** T****** T** ** I I *** ******** *** *** T****** T** *** I 31.73I *** ******** *** *** T****** T** *** I 31.73 I **** ********S *** ***S*T******* T****** I I * * **** ********S *******S*T******* T****** I I * * **** ********S *******S*T******* T******* I 29.76I * ** **** ********S ********S*T*******S*T******* I 29.76 I ** ** ****** ********S*********S*T*******S*T******* I I ** *** ****** *********S*********S*T*******S*T******* I I ****** ****** *********S*********S*T*******S*T*******SI 27.79I ******S******* *********S*********S*T*******S*T*******SI 27.79 I ******S******* *********S*********S*T*******S*T*******SI I ******S******* *********S*********S*T*******S*T*******SI I ******S******* *********S*********S*T*******S*T*******SI 25.82I ******S******** *********S*********S*T*******S*T*******SI 25.82 I ******S******** S*********S*********S*T*******S*T*******SI I ******S*********S*********S*********S*T*******S*T*******SI I *******S*********S*********S*********S*T*******S*T*******SI 23.85I *******S*********S*********S*********S*T*******S*T*******SI 23.85 I *******S*********S*********S*********S*T*******S*T*******SI I *******S*********S*********S*********S*T*******S*T*******SI I *******S*********S*********S*********S*T*******S*T*******SI 21.87I *******S*********S*********S*********S*T*******S*T*******SI 21.87 I *******S*********S*********S*********S*T*******S*T*******SI I *******S*********S*********S*********S*T*******S*T*******SI I *******S*********S*********S*********S*T*******S*T*******SI 19.90I *******S*********S*********S*********S*T*******S*T*******SI 19.90 I *******S*********S*********S*********S*T*******S*T*******SI I ********S*********S*********S*********S*T*******S*T*******SI I ********S*********S*********S*********S*T*******S*T*******SI 17.93I ********S*********S*********S*********S*T*******S*T*******SI 17.93 I ********S*********S*********S*********S*T*******S*T*******SI I ********S*********S*********S*********S*T*******S*T*******SI I *********S*********S*********S*********S*T*******S*T*******SI 15.96I**********S*********S*********S*********S*T*******S*T*******SI 15.96 ++++++++++I+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++I S=SEASONAL FREQUENCIES, T=TRADING DAY FREQUENCIES