Reading input spec file from U.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- U Series Name- U Oct 11, 2010 10.20.24 -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. FILE SAVE REQUESTS (* indicates file exists and will be overwritten) U.d11 final seasonally adjusted data U.d12 final trend cycle U.d13 final irregular component U.out program output file U.err program error file Contents of spc file U.spc Line # ------ 1: series{ 2: period=12 3: title="U" 4: start=1968.5 5: data=( 6: 2303 3614 3217 2772 2606 2511 2577 7: 2419 2876 2923 2746 2542 2299 3400 8: 3182 2869 2958 2839 2710 2628 3406 9: 3794 3733 3552 3384 4669 4510 4220 10: 4292 4259 4607 4636 5414 5442 5175 11: 4694 4394 5490 5330 5061 4840 4570 12: 4815 4695 5447 5412 5215 4697 4344 13: 5426 5173 4857 4658 4470 4266 4116 14: 4675 4845 4512 4174 3799 4847 4550 15: 4208 4165 3763 4056 4058 5008 5140 16: 4755 4301 4144 5380 5260 4885 5202 17: 5044 5685 6106 8180 8309 8359 7820 18: 7623 8569 8209 7696 7522 7244 7231 19: 7195 8174 8033 7525 6890 6304 7655 20: 7577 7323 7026 6833 7095 7022 7848 21: 8109 7556 6568 6151 7453 6941 6757 22: 6437 6221 6346 5880 6897 6739 6479 23: 5685 5457 6326 6438 5931 5797 5460 24: 5629 5725 6431 6484 6165 5561 5253 25: 6235 6104 6137 5798 5781 5776 5836 26: 7043 6993 6805 6846 7318 8291 8410 27: 8011 7464 7482 7486 7233 8543 8425 28: 8087 7396 7545 8279 7934 7758 7687 29: 8024 8470 8807 10183 10378 10290 9957 30: 9957 10886 11036 10710 10695 10942 11476 31: 11628 12517 12382 11879 11035 10765 11570 32: 10707 10411 9830 9383 9129 8992 9755 33: 9407 9057 8525 8154 8582 8714 8382 34: 8051 7989 7869 7978 9131 8902 8625 35: 8150 8011 8753 8682 8051 7984 7917 36: 7815 7717 8472 9041 8667 8115 8158 37: 8775 8471 7955 8015 7842 7872 7461 38: 8620 8503 8124 7306 7318 7655 7453 39: 7088 6857 6845 6802 6526 7603 7482 40: 7090 6359 6553 6819 6823 6659 6368 41: 6182 6325 6142 7309 6883 6378 6229 42: 6156 6850 6736 6352 6330 6222 6495 43: 6300 7256 7134 6697 6457 6363 6702 44: 6945 6837 6818 6722 7211 7343 8595 45: 8919 8804 8049 8233 8774 8576 8237 46: 8070 8013 8286 8559 9949 10161 9691 47: 8945 9169 10095 9845 9390 9090 8600 48: 8848 8829 9911 9770 9276 8635 8606 49: 9252 9002 8470 8128 8101 7890 7764 50: 9469.95 9252.4 8816.89 8070.76 7623.36 8318.7 8415.23 51: 7879.86 7368.03 7154.02 6961.86 6654.07 8075.56 7690.2 52: 7499.74 7404.83 7201.14 7871.07 8041.15 7493.2 7168.84 53: 6858.94 7036.59 6923.16 8314.32 7884.58 7701.27 7170.96 54: 7066.25 7510.85 7852.33 6868.95 6678.45 6556.28 6816.54 55: 6719.15 7955.9 7654.86 7418.6 6594.11 6406.93 7215.2 56: 7172.83 6688.53 6434.02 5989.54 5918.7 6004.51 7082.38 57: 6824.59 6848.11 5682.6 5779.86 6709.22 6747.35 6212.06 58: 6018.94 5861.15 5717.59 5611.5 6657.4 6582.97 6119.45 59: 5733.9 5475.41 6369.22 6475.31 5907.19 5700.72 5412.4 60: 5421.35 5247.04 6229.55 6205.08 6008.49 5200.64 5414.1 61: 5980.99 6135.13 5932.14 5355.8 5133.22 5301.45 5280.78 62: 6608.78 6455.65 6468.77 6004.68 5920.32 6931.45 6986.23 63: 7062.76 6750.81 7191.38 7648.11 7753.37 9018.74 8755.64 64: 8707.89 8246.01 7916.77 8863.66 8823.53 8353.54 7758.29 65: 7690.17 8167.43 8138.45 9520.84 9325.44 9128.52 8614.92 66: 8583.63 9876.56 9629.97 9029.06 8603.51 8271.37 8401.31 67: 8100.34 9254.92 8858.33 9029.56 7991.38 7916.88 8845.88 68: 8887.77 8160.14 7686.49 7685.7 7838.61 7766.69 8559.37 69: 8684.29 8100.96 7517.5 7420.11 8119.67 8075.33 7451.29 70: 7348.37 7070.66 7370.28 7042.64 7699.92 7789.02 7359.29 71: 6917.73 6725.2 7619.96 7841.53 7251.53 6703.2 6325.82 72: 6634.8 6583.02 7751.42 7495.54 6991.15 6632.66 6538.76 73: 7580.17 7849.16 7274.13 7118.67 6963.81 7057.14 7507.65 74: 8378.62 8095.75 8212.31 7446.81 8271.38 9284.09 9803.6 75: 9769.63 9448.76 9719.93 10213.2 11260.9 13277.8 14051.8 76: 14199.2 13566.5 14337.8 15636.2 15793.2 15334.8 15026.7 77: 14974.6 14962.4 15254.1 16536.6 16411.5 16054.5 14974.2 78: 14830 15572.7 15856.2 15366.4 14598.7 ) 79: } 80: transform{function=auto} 81: regression{variables = td} 82: outlier{} 83: automdl{} 84: x11{ save=( d11 d12 d13 ) } 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) -3448.8274 AIC 6917.6547 AICC (F-corrected-AIC) 6918.1083 Hannan Quinn 6934.1669 BIC 6959.7205 ------------------------------------------------------------------ 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 907.4591 Transformation Adjustment -4408.2616 Adjusted Log likelihood (L) -3500.8025 AIC 7019.6051 AICC (F-corrected-AIC) 7019.9755 Hannan Quinn 7034.4661 BIC 7057.4643 ------------------------------------------------------------------ ***** 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 2303. 3614. 3217. 2772. 2606. 2511. 2577. 2419. 22019. 1969 2876. 2923. 2746. 2542. 2299. 3400. 3182. 2869. 2958. 2839. 2710. 2628. 33972. 1970 3406. 3794. 3733. 3552. 3384. 4669. 4510. 4220. 4292. 4259. 4607. 4636. 49062. 1971 5414. 5442. 5175. 4694. 4394. 5490. 5330. 5061. 4840. 4570. 4815. 4695. 59920. 1972 5447. 5412. 5215. 4697. 4344. 5426. 5173. 4857. 4658. 4470. 4266. 4116. 58081. 1973 4675. 4845. 4512. 4174. 3799. 4847. 4550. 4208. 4165. 3763. 4056. 4058. 51652. 1974 5008. 5140. 4755. 4301. 4144. 5380. 5260. 4885. 5202. 5044. 5685. 6106. 60910. 1975 8180. 8309. 8359. 7820. 7623. 8569. 8209. 7696. 7522. 7244. 7231. 7195. 93957. 1976 8174. 8033. 7525. 6890. 6304. 7655. 7577. 7323. 7026. 6833. 7095. 7022. 87457. 1977 7848. 8109. 7556. 6568. 6151. 7453. 6941. 6757. 6437. 6221. 6346. 5880. 82267. 1978 6897. 6739. 6479. 5685. 5457. 6326. 6438. 5931. 5797. 5460. 5629. 5725. 72563. 1979 6431. 6484. 6165. 5561. 5253. 6235. 6104. 6137. 5798. 5781. 5776. 5836. 71561. 1980 7043. 6993. 6805. 6846. 7318. 8291. 8410. 8011. 7464. 7482. 7486. 7233. 89382. 1981 8543. 8425. 8087. 7396. 7545. 8279. 7934. 7758. 7687. 8024. 8470. 8807. 96955. 1982 10183. 10378. 10290. 9957. 9957. 10886. 11036. 10710. 10695. 10942. 11476. 11628. 128138. 1983 12517. 12382. 11879. 11035. 10765. 11570. 10707. 10411. 9830. 9383. 9129. 8992. 128600. 1984 9755. 9407. 9057. 8525. 8154. 8582. 8714. 8382. 8051. 7989. 7869. 7978. 102463. 1985 9131. 8902. 8625. 8150. 8011. 8753. 8682. 8051. 7984. 7917. 7815. 7717. 99738. 1986 8472. 9041. 8667. 8115. 8158. 8775. 8471. 7955. 8015. 7842. 7872. 7461. 98844. 1987 8620. 8503. 8124. 7306. 7318. 7655. 7453. 7088. 6857. 6845. 6802. 6526. 89097. 1988 7603. 7482. 7090. 6359. 6553. 6819. 6823. 6659. 6368. 6182. 6325. 6142. 80405. 1989 7309. 6883. 6378. 6229. 6156. 6850. 6736. 6352. 6330. 6222. 6495. 6300. 78240. 1990 7256. 7134. 6697. 6457. 6363. 6702. 6945. 6837. 6818. 6722. 7211. 7343. 82485. 1991 8595. 8919. 8804. 8049. 8233. 8774. 8576. 8237. 8070. 8013. 8286. 8559. 101115. 1992 9949. 10161. 9691. 8945. 9169. 10095. 9845. 9390. 9090. 8600. 8848. 8829. 112612. 1993 9911. 9770. 9276. 8635. 8606. 9252. 9002. 8470. 8128. 8101. 7890. 7764. 104805. 1994 9470. 9252. 8817. 8071. 7623. 8319. 8415. 7880. 7368. 7154. 6962. 6654. 95985. 1995 8076. 7690. 7500. 7405. 7201. 7871. 8041. 7493. 7169. 6859. 7037. 6923. 89264. 1996 8314. 7885. 7701. 7171. 7066. 7511. 7852. 6869. 6678. 6556. 6817. 6719. 87140. 1997 7956. 7655. 7419. 6594. 6407. 7215. 7173. 6689. 6434. 5990. 5919. 6005. 81454. 1998 7082. 6825. 6848. 5683. 5780. 6709. 6747. 6212. 6019. 5861. 5718. 5612. 75095. 1999 6657. 6583. 6119. 5734. 5475. 6369. 6475. 5907. 5701. 5412. 5421. 5247. 71102. 2000 6230. 6205. 6008. 5201. 5414. 5981. 6135. 5932. 5356. 5133. 5301. 5281. 68177. 2001 6609. 6456. 6469. 6005. 5920. 6931. 6986. 7063. 6751. 7191. 7648. 7753. 81782. 2002 9019. 8756. 8708. 8246. 7917. 8864. 8824. 8354. 7758. 7690. 8167. 8138. 100440. 2003 9521. 9325. 9129. 8615. 8584. 9877. 9630. 9029. 8604. 8271. 8401. 8100. 107085. 2004 9255. 8858. 9030. 7991. 7917. 8846. 8888. 8160. 7686. 7686. 7839. 7767. 99922. 2005 8559. 8684. 8101. 7518. 7420. 8120. 8075. 7451. 7348. 7071. 7370. 7043. 92760. 2006 7700. 7789. 7359. 6918. 6725. 7620. 7842. 7252. 6703. 6326. 6635. 6583. 85451. 2007 7751. 7496. 6991. 6633. 6539. 7580. 7849. 7274. 7119. 6964. 7057. 7508. 86760. 2008 8379. 8096. 8212. 7447. 8271. 9284. 9804. 9770. 9449. 9720. 10213. 11261. 109905. 2009 13278. 14052. 14199. 13567. 14338. 15636. 15793. 15335. 15027. 14975. 14962. 15254. 176415. 2010 16537. 16412. 16055. 14974. 14830. 15573. 15856. 15366. 14599. 140201. AVGE 8087. 8039. 7770. 7197. 7004. 7876. 7819. 7420. 7173. 6860. 7006. 6987. Table Total- 3785241. Mean- 7437. Std. Dev.- 2392. Min - 2299. Max - 16537. 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 : 2 Seasonal difference order : 1 Mean is not significant. Automatic model choice : (1 2 1)(0 1 1) Final automatic model choice : (1 2 1)(0 1 1) End of automatic model selection procedure. Average absolute percentage error in within-sample forecasts: Last year: 14.68 Last-1 year: 13.12 Last-2 year: 5.21 Last three years: 11.00 Estimation converged in 5 ARMA iterations, 63 function evaluations. Regression Model -------------------------------------------------------------------- Parameter Standard Variable Estimate Error t-value -------------------------------------------------------------------- Trading Day Mon 7.0302 15.52327 0.45 Tue 15.3044 15.50851 0.99 Wed -14.8788 15.58830 -0.95 Thu -3.2074 15.63188 -0.21 Fri 1.2682 15.52361 0.08 Sat -2.5341 15.57712 -0.16 *Sun (derived) -2.9825 15.58478 -0.19 Leap Year -97.6989 52.50381 -1.86 Automatically Identified Outliers LS1975.Jan 1116.3179 212.37736 5.26 -------------------------------------------------------------------- *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 3.56 0.74 Combined Trading Day and Leap Year Regressors 7 6.89 0.44 -------------------------------------------------------------------- ARIMA Model: (1 2 1)(0 1 1) Nonseasonal differences: 2 Seasonal differences: 1 Standard Parameter Estimate Errors ----------------------------------------------------- Nonseasonal AR Lag 1 -0.1762 0.05308 Nonseasonal MA Lag 1 0.7558 0.03549 Seasonal MA Lag 12 0.7957 0.02863 Variance 0.55604E+05 SE of Var 0.35344E+04 ----------------------------------------------------- Likelihood Statistics ------------------------------------------------------------------ Number of observations (nobs) 509 Effective number of observations (nefobs) 495 Number of parameters estimated (np) 12 Log likelihood (L) -3413.1676 AIC 6850.3351 AICC (F-corrected-AIC) 6850.9824 Hannan Quinn 6870.1420 BIC 6900.7898 ------------------------------------------------------------------ FORECASTING Origin 2010.Sep Number 12 Forecasts and Standard Errors of the Prior Adjusted Data ------------------------------ Standard Date Forecast Error ------------------------------ 2010.Oct 14394.63 237.335 2010.Nov 14441.35 346.740 2010.Dec 14452.90 462.147 2011.Jan 15533.11 582.677 2011.Feb 15370.12 709.168 2011.Mar 14979.38 841.333 2011.Apr 14104.93 980.339 2011.May 14093.15 1124.227 2011.Jun 14826.03 1273.497 2011.Jul 14859.31 1429.988 2011.Aug 14237.34 1590.983 2011.Sep 13637.41 1757.507 ------------------------------ Confidence intervals with coverage probability (0.95000) --------------------------------------- Date Lower Forecast Upper --------------------------------------- 2010.Oct 13929.46 14394.63 14859.80 2010.Nov 13761.75 14441.35 15120.94 2010.Dec 13547.11 14452.90 15358.69 2011.Jan 14391.09 15533.11 16675.14 2011.Feb 13980.17 15370.12 16760.06 2011.Mar 13330.40 14979.38 16628.36 2011.Apr 12183.50 14104.93 16026.36 2011.May 11889.70 14093.15 16296.59 2011.Jun 12330.03 14826.03 17322.04 2011.Jul 12056.58 14859.31 17662.04 2011.Aug 11119.07 14237.34 17355.61 2011.Sep 10192.76 13637.41 17082.06 --------------------------------------- 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 -17. -6. 7. -4. 4. -3. -1. 19. 0. 1969 -17. 24. 2. 0. -4. 4. -3. -4. 22. -17. -6. 7. 1. 1970 -4. 24. 19. -18. -4. 22. -17. 2. 0. -4. 4. -3. 2. 1971 -4. 24. 7. -2. 2. 0. -4. 19. -18. -4. 22. -17. 2. 1972 2. -58. -17. -6. 7. -2. 2. -3. -1. 19. -18. -4. -7. 1973 7. 24. -4. 4. -3. -1. 19. -17. -6. 7. -2. 2. 3. 1974 -3. 24. -4. 22. -17. -6. 7. -4. 4. -3. -1. 19. 3. 1975 -17. 24. 2. 0. -4. 4. -3. -4. 22. -17. -6. 7. 1. 1976 -4. -76. 7. -2. 2. 0. -4. 19. -18. -4. 22. -17. -6. 1977 2. 24. -3. -1. 19. -18. -4. 7. -2. 2. 0. -4. 2. 1978 19. 24. -17. -6. 7. -2. 2. -3. -1. 19. -18. -4. 2. 1979 7. 24. -4. 4. -3. -1. 19. -17. -6. 7. -2. 2. 3. 1980 -3. -72. 2. 0. -4. 4. -3. -4. 22. -17. -6. 7. -6. 1981 -4. 24. 19. -18. -4. 22. -17. 2. 0. -4. 4. -3. 2. 1982 -4. 24. 7. -2. 2. 0. -4. 19. -18. -4. 22. -17. 2. 1983 2. 24. -3. -1. 19. -18. -4. 7. -2. 2. 0. -4. 2. 1984 19. -88. -4. 4. -3. -1. 19. -17. -6. 7. -2. 2. -6. 1985 -3. 24. -4. 22. -17. -6. 7. -4. 4. -3. -1. 19. 3. 1986 -17. 24. 2. 0. -4. 4. -3. -4. 22. -17. -6. 7. 1. 1987 -4. 24. 19. -18. -4. 22. -17. 2. 0. -4. 4. -3. 2. 1988 -4. -66. -3. -1. 19. -18. -4. 7. -2. 2. 0. -4. -6. 1989 19. 24. -17. -6. 7. -2. 2. -3. -1. 19. -18. -4. 2. 1990 7. 24. -4. 4. -3. -1. 19. -17. -6. 7. -2. 2. 3. 1991 -3. 24. -4. 22. -17. -6. 7. -4. 4. -3. -1. 19. 3. 1992 -17. -76. 19. -18. -4. 22. -17. 2. 0. -4. 4. -3. -8. 1993 -4. 24. 7. -2. 2. 0. -4. 19. -18. -4. 22. -17. 2. 1994 2. 24. -3. -1. 19. -18. -4. 7. -2. 2. 0. -4. 2. 1995 19. 24. -17. -6. 7. -2. 2. -3. -1. 19. -18. -4. 2. 1996 7. -76. -4. 22. -17. -6. 7. -4. 4. -3. -1. 19. -4. 1997 -17. 24. 2. 0. -4. 4. -3. -4. 22. -17. -6. 7. 1. 1998 -4. 24. 19. -18. -4. 22. -17. 2. 0. -4. 4. -3. 2. 1999 -4. 24. 7. -2. 2. 0. -4. 19. -18. -4. 22. -17. 2. 2000 2. -58. -17. -6. 7. -2. 2. -3. -1. 19. -18. -4. -7. 2001 7. 24. -4. 4. -3. -1. 19. -17. -6. 7. -2. 2. 3. 2002 -3. 24. -4. 22. -17. -6. 7. -4. 4. -3. -1. 19. 3. 2003 -17. 24. 2. 0. -4. 4. -3. -4. 22. -17. -6. 7. 1. 2004 -4. -76. 7. -2. 2. 0. -4. 19. -18. -4. 22. -17. -6. 2005 2. 24. -3. -1. 19. -18. -4. 7. -2. 2. 0. -4. 2. 2006 19. 24. -17. -6. 7. -2. 2. -3. -1. 19. -18. -4. 2. 2007 7. 24. -4. 4. -3. -1. 19. -17. -6. 7. -2. 2. 3. 2008 -3. -72. 2. 0. -4. 4. -3. -4. 22. -17. -6. 7. -6. 2009 -4. 24. 19. -18. -4. 22. -17. 2. 0. -4. 4. -3. 2. 2010 -4. 24. 7. -2. 2. 0. -4. 19. -18. 3. AVGE -1. 1. 0. -1. -1. 1. 0. 0. 0. 0. 0. 0. Table Total- 31. Mean- 0. Std. Dev.- 16. Min - -88. Max - 24. 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 -4. 22. -17. 0. 2011 2. 24. -3. -1. 19. -18. -4. 7. -2. 3. 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 -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. 1969 -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. 1970 -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. 1971 -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. 1972 -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. 1973 -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. 1974 -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. -1116. 1975 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1976 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1977 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1978 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1979 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1980 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1981 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1982 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1983 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1984 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1985 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1986 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1987 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1988 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1989 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1990 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1991 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1992 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1993 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1994 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1995 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1996 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1997 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1998 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1999 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 2000 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 2001 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 2002 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 2003 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 2004 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 2005 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 2006 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 2007 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 2008 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 2009 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 2010 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. AVGE -159. -159. -159. -159. -182. -182. -182. -182. -182. -186. -186. -186. Table Total- -89305. Mean- -175. Std. Dev.- 443. Min - -1116. 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 3436. 4736. 4326. 3893. 3718. 3630. 3695. 3516. 30950. 1969 4009. 4015. 3861. 3658. 3420. 4512. 4301. 3990. 4052. 3972. 3832. 3737. 47358. 1970 4527. 4886. 4830. 4686. 4505. 5763. 5643. 5335. 5408. 5380. 5719. 5755. 62437. 1971 6535. 6534. 6284. 5812. 5509. 6606. 6451. 6158. 5974. 5691. 5909. 5828. 73290. 1972 6562. 6586. 6348. 5819. 5453. 6544. 6288. 5976. 5776. 5567. 5400. 5237. 71556. 1973 5784. 5937. 5633. 5286. 4918. 5965. 5647. 5341. 5287. 4872. 5174. 5173. 65016. 1974 6127. 6232. 5876. 5395. 5277. 6502. 6369. 6006. 6314. 6163. 6803. 7203. 74266. 1975 8197. 8285. 8357. 7820. 7627. 8565. 8212. 7700. 7500. 7261. 7237. 7188. 93947. 1976 8178. 8109. 7518. 6892. 6302. 7655. 7581. 7304. 7044. 6837. 7073. 7039. 87532. 1977 7846. 8085. 7559. 6569. 6132. 7471. 6945. 6750. 6439. 6219. 6346. 5884. 82245. 1978 6878. 6715. 6496. 5691. 5450. 6328. 6436. 5934. 5798. 5441. 5647. 5729. 72542. 1979 6424. 6460. 6169. 5557. 5256. 6236. 6085. 6154. 5804. 5774. 5778. 5834. 71530. 1980 7046. 7065. 6803. 6846. 7322. 8287. 8413. 8015. 7442. 7499. 7492. 7226. 89455. 1981 8547. 8401. 8068. 7414. 7549. 8257. 7951. 7756. 7687. 8028. 8466. 8810. 96934. 1982 10187. 10354. 10283. 9959. 9955. 10886. 11040. 10691. 10713. 10946. 11454. 11645. 128112. 1983 12515. 12358. 11882. 11036. 10746. 11588. 10711. 10404. 9832. 9381. 9129. 8996. 128578. 1984 9736. 9495. 9061. 8521. 8157. 8583. 8695. 8399. 8057. 7982. 7871. 7976. 102532. 1985 9134. 8878. 8629. 8128. 8028. 8759. 8675. 8055. 7980. 7920. 7816. 7698. 99698. 1986 8489. 9017. 8665. 8115. 8162. 8771. 8474. 7959. 7993. 7859. 7878. 7454. 98834. 1987 8624. 8479. 8105. 7324. 7322. 7633. 7470. 7086. 6857. 6849. 6798. 6529. 89076. 1988 7607. 7548. 7093. 6360. 6534. 6837. 6827. 6652. 6370. 6180. 6325. 6146. 80480. 1989 7290. 6859. 6395. 6235. 6149. 6852. 6734. 6355. 6331. 6203. 6513. 6304. 78219. 1990 7249. 7110. 6701. 6453. 6366. 6703. 6926. 6854. 6824. 6715. 7213. 7341. 82454. 1991 8598. 8895. 8808. 8027. 8250. 8780. 8569. 8241. 8066. 8016. 8287. 8540. 101075. 1992 9966. 10237. 9672. 8963. 9173. 10073. 9862. 9388. 9090. 8604. 8844. 8832. 112703. 1993 9915. 9746. 9269. 8637. 8604. 9252. 9006. 8451. 8146. 8105. 7868. 7781. 104779. 1994 9468. 9228. 8820. 8072. 7604. 8337. 8419. 7872. 7370. 7153. 6961. 6659. 95963. 1995 8056. 7666. 7517. 7410. 7194. 7873. 8040. 7496. 7170. 6840. 7055. 6927. 89243. 1996 8307. 7961. 7706. 7149. 7083. 7516. 7845. 6873. 6674. 6559. 6818. 6700. 87191. 1997 7973. 7630. 7417. 6594. 6411. 7211. 7176. 6693. 6412. 6006. 5924. 5997. 81444. 1998 7087. 6800. 6829. 5701. 5784. 6687. 6764. 6211. 6019. 5866. 5714. 5614. 75074. 1999 6662. 6559. 6112. 5736. 5474. 6369. 6480. 5888. 5719. 5417. 5399. 5264. 71077. 2000 6228. 6263. 6025. 5206. 5407. 5983. 6134. 5935. 5357. 5114. 5320. 5285. 68256. 2001 6601. 6431. 6473. 6001. 5923. 6933. 6967. 7080. 6756. 7184. 7650. 7752. 81751. 2002 9022. 8731. 8712. 8224. 7934. 8869. 8816. 8358. 7754. 7693. 8169. 8119. 100400. 2003 9538. 9301. 9127. 8614. 8588. 9873. 9633. 9033. 8581. 8288. 8407. 8093. 107076. 2004 9259. 8935. 9022. 7993. 7915. 8845. 8892. 8141. 7705. 7690. 7816. 7784. 99998. 2005 8558. 8660. 8104. 7519. 7401. 8138. 8080. 7444. 7350. 7069. 7370. 7047. 92739. 2006 7681. 7765. 7376. 6923. 6718. 7622. 7840. 7254. 6704. 6306. 6653. 6587. 85430. 2007 7744. 7471. 6996. 6629. 6542. 7581. 7830. 7291. 7124. 6956. 7059. 7506. 86729. 2008 8381. 8168. 8211. 7446. 8276. 9280. 9806. 9774. 9426. 9737. 10219. 11253. 109978. 2009 13282. 14027. 14180. 13585. 14342. 15614. 15810. 15333. 15026. 14979. 14958. 15257. 176394. 2010 16541. 16387. 16047. 14976. 14828. 15572. 15861. 15347. 14617. 140176. AVGE 8247. 8197. 7929. 7357. 7187. 8057. 8001. 7602. 7355. 7046. 7192. 7172. Table Total- 3874516. Mean- 7612. Std. Dev.- 2179. Min - 3420. Max - 16541. 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 14399. 14419. 14470. 43288. 2011 15532. 15346. 14982. 14106. 14074. 14844. 14864. 14230. 13639. 131616. 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. 100. 100. 100. 100. 5302. 1969 46. 0. 99. 100. 100. 100. 100. 100. 0. 0. 100. 0. 5302. 1970 41. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 5302. 1971 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 5457. 1972 100. 100. 100. 100. 100. 100. 100. 100. 100. 0. 100. 100. 5152. 1973 0. 100. 100. 43. 100. 100. 100. 100. 100. 100. 100. 100. 5723. 1974 100. 100. 100. 100. 100. 100. 100. 0. 100. 26. 100. 0. 6366. 1975 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 8344. 1976 100. 100. 100. 100. 0. 100. 100. 100. 100. 100. 100. 100. 9091. 1977 100. 0. 100. 87. 0. 100. 86. 100. 100. 100. 70. 100. 9381. 1978 100. 100. 100. 100. 100. 100. 74. 100. 100. 100. 100. 100. 10664. 1979 100. 100. 100. 100. 100. 100. 100. 30. 100. 100. 100. 100. 10869. 1980 100. 100. 0. 100. 11. 100. 67. 100. 91. 100. 100. 54. 10370. 1981 100. 100. 100. 100. 57. 100. 100. 100. 100. 100. 100. 100. 10229. 1982 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 43. 10365. 1983 100. 100. 100. 100. 100. 10. 0. 100. 100. 100. 100. 100. 9007. 1984 100. 100. 100. 100. 100. 0. 100. 57. 100. 100. 100. 100. 8973. 1985 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 8020. 1986 0. 66. 100. 100. 100. 100. 100. 100. 100. 100. 100. 56. 7911. 1987 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 7693. 1988 100. 100. 100. 100. 100. 69. 100. 56. 100. 100. 100. 100. 7933. 1989 70. 33. 0. 100. 98. 100. 100. 100. 100. 100. 66. 100. 8237. 1990 100. 100. 100. 39. 100. 0. 100. 100. 100. 100. 100. 100. 9037. 1991 100. 100. 0. 100. 100. 100. 100. 100. 100. 100. 100. 100. 9726. 1992 100. 0. 100. 100. 100. 100. 100. 100. 100. 18. 100. 100. 9575. 1993 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 35. 0. 9337. 1994 100. 100. 100. 100. 0. 100. 100. 100. 100. 100. 100. 100. 9439. 1995 100. 100. 100. 0. 100. 100. 100. 100. 100. 100. 100. 100. 8810. 1996 100. 100. 100. 100. 100. 100. 2. 13. 100. 100. 100. 100. 8018. 1997 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 8082. 1998 100. 100. 72. 0. 100. 100. 100. 100. 100. 100. 100. 100. 9305. 1999 100. 100. 0. 100. 100. 100. 100. 100. 76. 100. 100. 100. 8628. 2000 38. 100. 100. 91. 19. 100. 100. 0. 100. 100. 100. 100. 8889. 2001 100. 100. 100. 100. 100. 100. 0. 100. 70. 100. 100. 100. 8531. 2002 100. 100. 100. 89. 100. 100. 100. 100. 89. 63. 100. 100. 7763. 2003 90. 100. 100. 100. 100. 0. 100. 100. 100. 100. 100. 100. 8039. 2004 100. 100. 0. 100. 100. 100. 100. 100. 100. 100. 100. 100. 8251. 2005 0. 100. 100. 100. 100. 100. 100. 100. 53. 100. 0. 100. 8825. 2006 0. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 100. 10062. 2007 100. 100. 83. 100. 100. 100. 100. 100. 100. 100. 100. 0. 10372. 2008 100. 100. 100. 0. 22. 100. 100. 86. 100. 100. 0. 100. 9085. 2009 100. 0. 100. 0. 100. 100. 100. 100. 100. 100. 100. 100. 8504. 2010 100. 100. 100. 100. 100. 86. 100. 100. 100. 8504. 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 -500. 803. 393. -43. -224. -307. -220. -353. -57. 1969 194. 231. 67. -167. -447. 599. 338. -16. 10. -98. -272. -438. 0. 1970 223. 407. 155. -179. -525. 602. 361. -84. -174. -383. -212. -298. -9. 1971 423. 414. 188. -254. -550. 527. 343. 26. -167. -451. -226. -307. -3. 1972 426. 457. 239. -257. -586. 533. 293. 9. -126. -234. -283. -334. 11. 1973 298. 497. 205. -144. -509. 546. 238. -65. -132. -566. -297. -344. -23. 1974 566. 639. 252. -289. -516. 550. 228. -341. -260. -663. -272. -108. -18. 1975 657. 527. 411. -259. -490. 499. 240. -175. -277. -422. -372. -353. -1. 1976 714. 726. 224. -330. -909. 403. 282. -18. -287. -489. -240. -263. -16. 1977 576. 876. 411. -517. -883. 546. 114. 0. -228. -362. -128. -467. -5. 1978 619. 516. 352. -394. -569. 345. 475. -7. -133. -495. -308. -244. 13. 1979 455. 519. 279. -277. -528. 472. 267. 231. -231. -349. -417. -451. -2. 1980 618. 436. -80. -334. -178. 512. 470. 14. -521. -389. -342. -585. -32. 1981 755. 630. 305. -339. -195. 501. 141. -184. -481. -443. -332. -301. 5. 1982 775. 660. 341. -203. -407. 332. 294. -274. -501. -513. -201. -118. 15. 1983 759. 699. 370. -313. -434. 582. -94. -135. -381. -487. -413. -262. -9. 1984 692. 608. 294. -142. -415. 89. 245. -24. -339. -389. -489. -381. -21. 1985 777. 533. 299. -207. -327. 398. 333. -257. -299. -324. -410. -534. -2. 1986 232. 716. 315. -273. -225. 416. 170. -299. -237. -340. -261. -593. -32. 1987 681. 628. 352. -315. -194. 232. 160. -157. -328. -268. -248. -460. 7. 1988 674. 670. 271. -396. -175. 144. 136. -22. -261. -406. -216. -357. 5. 1989 809. 399. -55. -233. -351. 322. 182. -230. -293. -450. -145. -307. -29. 1990 708. 612. 199. -92. -245. 1. 101. -125. -332. -610. -287. -357. -36. 1991 691. 795. 559. -315. -128. 394. 165. -196. -439. -602. -471. -381. 6. 1992 894. 1057. 413. -377. -266. 539. 280. -178. -412. -817. -492. -405. 20. 1993 783. 711. 310. -268. -239. 495. 335. -157. -431. -468. -719. -820. -39. 1994 862. 653. 345. -239. -544. 313. 474. -9. -410. -476. -491. -638. -13. 1995 863. 497. 294. 90. -231. 362. 495. -42. -341. -648. -425. -547. 31. 1996 849. 522. 293. -230. -241. 273. 697. -211. -409. -567. -358. -506. 9. 1997 788. 519. 397. -334. -434. 418. 416. -15. -215. -531. -528. -393. 7. 1998 723. 451. 499. -612. -515. 409. 497. -60. -246. -367. -463. -489. -14. 1999 615. 535. 93. -279. -528. 388. 521. -45. -182. -433. -398. -494. -17. 2000 508. 575. 369. -424. -216. 338. 457. 251. -311. -547. -355. -449. 16. 2001 763. 463. 370. -241. -474. 358. 177. 25. -601. -483. -282. -367. -24. 2002 784. 421. 342. -185. -488. 466. 453. 28. -569. -666. -283. -455. -13. 2003 845. 517. 269. -317. -415. 803. 532. -45. -412. -572. -303. -489. 34. 2004 768. 502. 634. -370. -430. 527. 618. -82. -482. -480. -351. -371. 40. 2005 446. 607. 118. -378. -379. 483. 510. -88. -182. -459. -114. -358. 17. 2006 344. 466. 108. -313. -497. 416. 658. 120. -363. -698. -329. -399. -41. 2007 759. 509. 57. -321. -446. 521. 661. -11. -316. -592. -543. -112. 14. 2008 738. 429. 299. -705. -177. 487. 649. 221. -560. -754. -862. -499. -61. 2009 827. 905. 446. -681. -340. 629. 606. -41. -486. -645. -743. -483. 0. 2010 801. 703. 501. -386. -393. 403. 677. 138. -584. 207. AVGE 650. 577. 288. -305. -408. 441. 362. -60. -329. -482. -360. -402. Table Total- -1086. Mean- -2. Std. Dev.- 442. Min - -909. Max - 1057. 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 87045678.6490 11 7913243.51354 321.965** Residual 12215240.1917 497 24577.94807 Total 99260918.8407 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 423.3679 11 0.000% Seasonality present at the one percent level. Moving Seasonality Test Sum of squares Dgrs.freedom Mean square F-value Between Years 2112213.3741 40 52805.334353 2.623** Error 8856502.4473 440 20128.414653 **Moving seasonality present at the one 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 ******** 613. ******** ******** ******** ******** ******** ******** 1969 253. 407. 68. ******** ******** ******** ******** ******** -145. -354. ******** -305. 1970 289. ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** 1971 ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** 1972 ******** ******** ******** ******** ******** ******** ******** ******** ******** -467. ******** ******** 1973 504. ******** ******** -211. ******** ******** ******** ******** ******** ******** ******** ******** 1974 ******** ******** ******** ******** ******** ******** ******** -95. ******** -557. ******** -337. 1975 ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** 1976 ******** ******** ******** ******** -557. ******** ******** ******** ******** ******** ******** ******** 1977 ******** 627. ******** -498. -567. ******** 135. ******** ******** ******** -178. ******** 1978 ******** ******** ******** ******** ******** ******** 426. ******** ******** ******** ******** ******** 1979 ******** ******** ******** ******** ******** ******** ******** 64. ******** ******** ******** ******** 1980 ******** ******** 317. ******** -398. ******** 407. ******** -506. ******** ******** -491. 1981 ******** ******** ******** ******** -280. ******** ******** ******** ******** ******** ******** ******** 1982 ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** -240. 1983 ******** ******** ******** ******** ******** 386. 220. ******** ******** ******** ******** ******** 1984 ******** ******** ******** ******** ******** 360. ******** -97. ******** ******** ******** ******** 1985 ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** 1986 660. 666. ******** ******** ******** ******** ******** ******** ******** ******** ******** -524. 1987 ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** 1988 ******** ******** ******** ******** ******** 188. ******** -89. ******** ******** ******** ******** 1989 764. 518. 240. ******** -348. ******** ******** ******** ******** ******** -196. ******** 1990 ******** ******** ******** -208. ******** 333. ******** ******** ******** ******** ******** ******** 1991 ******** ******** 314. ******** ******** ******** ******** ******** ******** ******** ******** ******** 1992 ******** 702. ******** ******** ******** ******** ******** ******** ******** -635. ******** ******** 1993 ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** -589. -543. 1994 ******** ******** ******** ******** -303. ******** ******** ******** ******** ******** ******** ******** 1995 ******** ******** ******** -241. ******** ******** ******** ******** ******** ******** ******** ******** 1996 ******** ******** ******** ******** ******** ******** 504. -45. ******** ******** ******** ******** 1997 ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** 1998 ******** ******** 452. -323. ******** ******** ******** ******** ******** ******** ******** ******** 1999 ******** ******** 337. ******** ******** ******** ******** ******** -218. ******** ******** ******** 2000 625. ******** ******** -412. -383. ******** ******** 23. ******** ******** ******** ******** 2001 ******** ******** ******** ******** ******** ******** 438. ******** -555. ******** ******** ******** 2002 ******** ******** ******** -199. ******** ******** ******** ******** -555. -613. ******** ******** 2003 832. ******** ******** ******** ******** 488. ******** ******** ******** ******** ******** ******** 2004 ******** ******** 257. ******** ******** ******** ******** ******** ******** ******** ******** ******** 2005 666. ******** ******** ******** ******** ******** ******** ******** -264. ******** -367. ******** 2006 699. ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** ******** 2007 ******** ******** 86. ******** ******** ******** ******** ******** ******** ******** ******** -382. 2008 ******** 429. ******** -368. -338. ******** ******** 200. ******** ******** -623. ******** 2009 ******** 592. ******** -374. ******** ******** ******** ******** ******** ******** ******** ******** 2010 ******** ******** ******** ******** ******** 424. ******** ******** ******** D 9.A Moving seasonality ratio --------------------------------------------------------------- Jan Feb Mar Apr May Jun --------------------------------------------------------------- I 65.812 79.841 63.028 68.139 69.232 74.290 S 17.737 16.246 17.716 12.714 18.097 14.791 RATIO 3.711 4.915 3.558 5.359 3.826 5.023 --------------------------------------------------------------- Jul Aug Sep Oct Nov Dec --------------------------------------------------------------- I 74.753 82.888 76.497 83.997 74.239 73.048 S 19.847 15.057 18.510 17.935 22.141 12.718 RATIO 3.766 5.505 4.133 4.683 3.353 5.744 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 -501. 592. 359. -38. -180. -365. -235. -318. -86. 1969 337. 416. 151. -209. -508. 586. 355. -32. -177. -377. -238. -319. -1. 1970 353. 425. 160. -210. -514. 577. 341. -27. -168. -407. -247. -319. -3. 1971 389. 448. 181. -219. -523. 567. 320. -31. -166. -445. -257. -323. -5. 1972 444. 476. 214. -232. -525. 554. 295. -44. -175. -479. -273. -329. -6. 1973 508. 520. 246. -250. -528. 535. 275. -58. -198. -497. -284. -331. -5. 1974 563. 560. 277. -278. -527. 518. 252. -68. -219. -494. -286. -338. -3. 1975 601. 594. 300. -312. -532. 495. 248. -67. -232. -483. -280. -336. 0. 1976 613. 598. 322. -342. -538. 476. 252. -53. -235. -455. -282. -345. 1. 1977 611. 585. 326. -359. -537. 458. 278. -25. -247. -433. -290. -357. 1. 1978 601. 563. 328. -362. -512. 462. 284. -12. -273. -415. -306. -378. -2. 1979 613. 552. 323. -345. -473. 458. 297. -29. -321. -422. -314. -378. -3. 1980 636. 560. 326. -320. -434. 454. 286. -67. -369. -429. -330. -366. -4. 1981 675. 581. 324. -286. -406. 435. 280. -105. -412. -442. -343. -348. -4. 1982 711. 606. 324. -265. -388. 421. 260. -142. -421. -438. -358. -345. -3. 1983 733. 622. 325. -245. -374. 397. 254. -178. -397. -429. -361. -357. -1. 1984 733. 630. 324. -242. -355. 375. 242. -196. -355. -399. -362. -388. 1. 1985 716. 629. 319. -250. -320. 349. 228. -194. -320. -371. -347. -424. 1. 1986 709. 620. 311. -267. -282. 327. 208. -193. -298. -354. -318. -440. 2. 1987 703. 617. 294. -276. -251. 309. 183. -190. -290. -374. -279. -431. 1. 1988 704. 623. 283. -285. -232. 303. 165. -183. -303. -414. -265. -405. -1. 1989 714. 639. 277. -293. -224. 320. 160. -167. -323. -475. -286. -380. -3. 1990 735. 652. 282. -294. -228. 361. 182. -164. -352. -520. -340. -378. -5. 1991 763. 668. 294. -292. -237. 400. 223. -154. -375. -549. -400. -408. -6. 1992 789. 672. 310. -288. -240. 419. 281. -139. -395. -557. -453. -453. -4. 1993 819. 657. 322. -285. -245. 410. 346. -111. -401. -559. -474. -494. -1. 1994 835. 622. 328. -278. -264. 393. 402. -85. -388. -553. -478. -514. 2. 1995 836. 576. 337. -272. -301. 370. 443. -59. -361. -538. -465. -518. 4. 1996 809. 540. 346. -274. -345. 362. 466. -44. -324. -522. -453. -504. 5. 1997 772. 520. 361. -291. -387. 360. 478. -36. -298. -506. -435. -486. 4. 1998 732. 513. 372. -304. -426. 370. 475. -29. -293. -491. -420. -462. 3. 1999 709. 507. 378. -306. -454. 379. 471. -17. -322. -483. -394. -452. 1. 2000 709. 499. 366. -297. -465. 394. 473. -9. -365. -496. -362. -447. 0. 2001 725. 493. 344. -293. -456. 412. 484. -8. -417. -517. -330. -443. -1. 2002 745. 498. 309. -298. -443. 435. 495. -17. -442. -528. -317. -427. 1. 2003 755. 498. 269. -309. -440. 457. 520. -20. -444. -539. -316. -414. 1. 2004 753. 508. 217. -322. -439. 474. 552. -23. -411. -546. -338. -405. 2. 2005 741. 507. 183. -338. -431. 485. 591. -1. -392. -572. -381. -405. -1. 2006 736. 512. 181. -349. -416. 498. 614. 18. -386. -596. -448. -410. -4. 2007 741. 517. 220. -352. -404. 503. 635. 53. -418. -639. -514. -426. -7. 2008 756. 545. 281. -356. -388. 512. 642. 65. -450. -669. -578. -443. -7. 2009 770. 573. 351. -363. -371. 513. 646. 79. -496. -693. -621. -458. -6. 2010 778. 608. 405. -371. -356. 519. 637. 70. -519. 197. AVGE 683. 561. 295. -295. -401. 442. 369. -63. -333. -487. -358. -402. Table Total- 408. Mean- 1. Std. Dev.- 426. Min - -693. Max - 836. 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 -698. -647. -465. -603. 2011 783. 628. 436. -376. -353. 516. 631. 65. -532. 200. 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 2821. 3028. 2850. 2815. 2782. 2879. 2813. 2718. 22706. 1969 2556. 2483. 2593. 2750. 2811. 2810. 2830. 2905. 3113. 3233. 2954. 2939. 33976. 1970 3057. 3345. 3553. 3780. 3903. 4070. 4186. 4245. 4459. 4670. 4850. 4958. 49077. 1971 5029. 4970. 4986. 4915. 4916. 4922. 5014. 5072. 5024. 5019. 5049. 5035. 59952. 1972 5002. 4994. 5018. 4935. 4862. 4874. 4876. 4903. 4835. 4929. 4557. 4449. 58233. 1973 4159. 4301. 4271. 4420. 4330. 4314. 4255. 4283. 4368. 4252. 4341. 4387. 51682. 1974 4448. 4556. 4482. 4556. 4688. 4867. 5001. 4957. 5417. 5540. 5973. 6425. 60911. 1975 7595. 7691. 8057. 8132. 8160. 8070. 7964. 7767. 7732. 7744. 7516. 7524. 93952. 1976 7566. 7511. 7196. 7234. 6841. 7179. 7330. 7356. 7279. 7292. 7354. 7384. 87521. 1977 7236. 7500. 7233. 6928. 6669. 7013. 6667. 6774. 6686. 6653. 6636. 6242. 82236. 1978 6276. 6151. 6168. 6053. 5962. 5866. 6153. 5946. 6071. 5855. 5953. 6108. 72561. 1979 5811. 5907. 5846. 5902. 5729. 5778. 5787. 6183. 6124. 6195. 6092. 6212. 71568. 1980 6409. 6505. 6477. 7165. 7756. 7833. 8127. 8082. 7811. 7928. 7821. 7592. 89506. 1981 7872. 7820. 7744. 7700. 7956. 7822. 7670. 7862. 8098. 8470. 8809. 9157. 96980. 1982 9476. 9747. 9958. 10224. 10343. 10465. 10780. 10832. 11134. 11385. 11811. 11990. 128146. 1983 11782. 11735. 11557. 11282. 11120. 11191. 10457. 10582. 10229. 9810. 9489. 9353. 128588. 1984 9003. 8865. 8737. 8763. 8511. 8208. 8453. 8595. 8411. 8381. 8233. 8364. 102525. 1985 8418. 8248. 8310. 8378. 8348. 8410. 8447. 8250. 8300. 8291. 8163. 8121. 99683. 1986 7780. 8397. 8355. 8382. 8444. 8444. 8265. 8152. 8291. 8213. 8196. 7894. 98813. 1987 7921. 7862. 7810. 7600. 7574. 7324. 7286. 7277. 7147. 7223. 7077. 6960. 89060. 1988 6903. 6926. 6810. 6645. 6766. 6534. 6662. 6834. 6672. 6595. 6589. 6552. 80488. 1989 6576. 6220. 6118. 6528. 6373. 6531. 6575. 6521. 6654. 6677. 6799. 6684. 78257. 1990 6514. 6458. 6419. 6747. 6594. 6342. 6743. 7018. 7175. 7234. 7553. 7720. 82517. 1991 7835. 8227. 8514. 8319. 8487. 8380. 8345. 8396. 8441. 8565. 8688. 8947. 101143. 1992 9177. 9565. 9362. 9251. 9413. 9653. 9581. 9528. 9484. 9161. 9297. 9284. 112757. 1993 9096. 9089. 8946. 8922. 8850. 8842. 8660. 8561. 8547. 8664. 8342. 8275. 104794. 1994 8633. 8606. 8491. 8350. 7868. 7943. 8018. 7958. 7758. 7706. 7440. 7172. 95943. 1995 7220. 7090. 7179. 7682. 7495. 7503. 7596. 7555. 7531. 7377. 7519. 7445. 89193. 1996 7498. 7421. 7359. 7423. 7428. 7155. 7379. 6917. 6999. 7081. 7271. 7204. 87135. 1997 7201. 7110. 7056. 6885. 6798. 6851. 6698. 6729. 6709. 6513. 6359. 6483. 81391. 1998 6354. 6287. 6457. 6005. 6210. 6316. 6289. 6240. 6311. 6357. 6133. 6077. 75036. 1999 5953. 6052. 5734. 6042. 5928. 5990. 6008. 5905. 6041. 5900. 5793. 5716. 71061. 2000 5519. 5764. 5659. 5503. 5872. 5589. 5661. 5944. 5722. 5610. 5681. 5732. 68256. 2001 5877. 5938. 6130. 6294. 6379. 6521. 6483. 7087. 7173. 7701. 7981. 8195. 81757. 2002 8277. 8233. 8403. 8522. 8377. 8434. 8321. 8375. 8196. 8221. 8485. 8546. 100390. 2003 8783. 8803. 8858. 8924. 9028. 9415. 9113. 9054. 9025. 8827. 8723. 8507. 107059. 2004 8507. 8427. 8805. 8315. 8355. 8371. 8340. 8164. 8116. 8236. 8154. 8188. 99979. 2005 7817. 8153. 7921. 7857. 7832. 7653. 7488. 7445. 7742. 7641. 7751. 7452. 92752. 2006 6945. 7252. 7195. 7273. 7134. 7124. 7226. 7237. 7091. 6902. 7101. 6997. 85475. 2007 7003. 6954. 6775. 6981. 6945. 7078. 7195. 7238. 7542. 7595. 7573. 7932. 86810. 2008 7626. 7623. 7930. 7803. 8664. 8768. 9165. 9709. 9876. 10405. 10796. 11696. 110061. 2009 12512. 13454. 13829. 13948. 14713. 15101. 15164. 15254. 15522. 15672. 15579. 15714. 176463. 2010 15763. 15779. 15642. 15347. 15185. 15054. 15223. 15277. 15135. 138406. AVGE 7404. 7477. 7475. 7492. 7405. 7433. 7450. 7483. 7506. 7348. 7364. 7389. Table Total- 3784803. Mean- 7436. Std. Dev.- 2349. Min - 2483. Max - 15779. Test for the presence of residual seasonality. No evidence of residual seasonality in the entire series at the 1 per cent level. F = 0.07 No evidence of residual seasonality in the last 3 years at the 1 per cent level. F = 0.09 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. D 12 Final trend cycle (LS outliers included) From 1968.May to 2010.Sep Observations 509 Trend filter 9-term Henderson moving average I/C ratio 0.84 ----------------------------------------------------------------------------- Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec TOTAL ----------------------------------------------------------------------------- 1968 2839. 2832. 2828. 2828. 2834. 2823. 2787. 2723. 22494. 1969 2656. 2629. 2659. 2717. 2774. 2820. 2861. 2896. 2933. 2960. 2989. 3049. 33942. 1970 3169. 3344. 3547. 3747. 3918. 4049. 4168. 4303. 4471. 4659. 4832. 4951. 49159. 1971 5001. 4998. 4965. 4931. 4926. 4954. 4995. 5030. 5044. 5042. 5032. 5026. 59944. 1972 5021. 5005. 4975. 4934. 4898. 4883. 4885. 4871. 4809. 4702. 4573. 4450. 58007. 1973 4361. 4314. 4306. 4314. 4314. 4306. 4295. 4290. 4297. 4310. 4342. 4392. 51840. 1974 4446. 4488. 4524. 4586. 4690. 4837. 5011. 5202. 5422. 5677. 5941. 6199. 61023. 1975 7563. 7794. 7987. 8115. 8142. 8069. 7950. 7837. 7734. 7652. 7603. 7561. 94009. 1976 7500. 7417. 7312. 7218. 7193. 7231. 7280. 7306. 7323. 7330. 7330. 7331. 87771. 1977 7304. 7232. 7151. 7066. 6978. 6889. 6813. 6756. 6695. 6619. 6502. 6363. 82367. 1978 6252. 6177. 6109. 6043. 5983. 5970. 5984. 5990. 5987. 5975. 5964. 5952. 72385. 1979 5928. 5897. 5855. 5816. 5785. 5784. 5859. 5976. 6077. 6136. 6170. 6229. 71513. 1980 6360. 6574. 6857. 7187. 7539. 7826. 7985. 8023. 7960. 7869. 7811. 7798. 89789. 1981 7791. 7779. 7782. 7778. 7764. 7756. 7778. 7886. 8113. 8443. 8806. 9150. 96826. 1982 9465. 9744. 9977. 10177. 10354. 10522. 10691. 10899. 11164. 11449. 11692. 11834. 127967. 1983 11832. 11712. 11530. 11336. 11149. 10974. 10782. 10523. 10203. 9862. 9542. 9264. 128710. 1984 9050. 8888. 8760. 8654. 8570. 8506. 8475. 8452. 8412. 8365. 8335. 8325. 102793. 1985 8328. 8326. 8325. 8345. 8381. 8394. 8375. 8339. 8288. 8226. 8186. 8183. 99694. 1986 8218. 8289. 8366. 8417. 8416. 8370. 8306. 8256. 8229. 8200. 8133. 8037. 99237. 1987 7935. 7852. 7762. 7646. 7512. 7387. 7296. 7243. 7203. 7149. 7074. 7003. 89061. 1988 6929. 6862. 6799. 6726. 6673. 6663. 6679. 6686. 6670. 6640. 6589. 6528. 80444. 1989 6478. 6436. 6417. 6433. 6467. 6502. 6534. 6583. 6645. 6690. 6699. 6640. 78523. 1990 6549. 6488. 6486. 6531. 6599. 6691. 6808. 6958. 7139. 7317. 7504. 7713. 82782. 1991 7928. 8123. 8276. 8373. 8403. 8393. 8383. 8389. 8444. 8567. 8737. 8936. 100952. 1992 9114. 9226. 9295. 9365. 9455. 9543. 9581. 9548. 9466. 9381. 9307. 9228. 112509. 1993 9144. 9056. 8979. 8920. 8859. 8771. 8685. 8613. 8568. 8552. 8562. 8581. 105288. 1994 8596. 8577. 8481. 8313. 8153. 8036. 7966. 7909. 7802. 7632. 7436. 7265. 96165. 1995 7155. 7140. 7213. 7328. 7446. 7539. 7565. 7546. 7507. 7475. 7465. 7465. 88842. 1996 7453. 7440. 7419. 7390. 7335. 7251. 7145. 7072. 7068. 7118. 7178. 7217. 87085. 1997 7198. 7117. 7018. 6922. 6839. 6788. 6759. 6711. 6631. 6541. 6455. 6392. 81371. 1998 6368. 6351. 6323. 6298. 6283. 6268. 6277. 6301. 6302. 6257. 6177. 6082. 75286. 1999 6018. 5998. 5997. 5995. 5985. 5975. 5977. 5972. 5947. 5882. 5803. 5741. 71290. 2000 5693. 5669. 5646. 5624. 5615. 5635. 5670. 5683. 5674. 5670. 5683. 5741. 68003. 2001 5846. 5978. 6115. 6248. 6391. 6555. 6759. 7022. 7335. 7663. 7948. 8145. 82005. 2002 8265. 8333. 8390. 8426. 8436. 8408. 8347. 8298. 8281. 8324. 8436. 8580. 100524. 2003 8711. 8803. 8876. 8950. 9022. 9084. 9104. 9072. 8980. 8847. 8699. 8574. 106722. 2004 8486. 8429. 8390. 8372. 8360. 8332. 8282. 8222. 8182. 8167. 8169. 8158. 99549. 2005 8114. 8050. 7977. 7883. 7760. 7634. 7559. 7540. 7568. 7582. 7535. 7431. 92632. 2006 7328. 7264. 7221. 7189. 7179. 7188. 7184. 7152. 7099. 7041. 7014. 7002. 85861. 2007 6976. 6931. 6899. 6919. 6973. 7063. 7185. 7324. 7462. 7564. 7609. 7612. 86518. 2008 7627. 7718. 7894. 8145. 8464. 8815. 9176. 9554. 9962. 10447. 11036. 11730. 110569. 2009 12465. 13154. 13776. 14303. 14710. 14997. 15202. 15357. 15480. 15586. 15671. 15730. 176431. 2010 15757. 15720. 15585. 15386. 15229. 15164. 15172. 15194. 15181. 138388. AVGE 7438. 7460. 7481. 7502. 7413. 7434. 7456. 7479. 7502. 7343. 7366. 7388. Table Total- 3786272. Mean- 7439. Std. Dev.- 2347. Min - 2629. Max - 15757. 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 -19. 196. 22. -13. -51. 56. 26. -5. 76. 1969 -100. -147. -66. 34. 38. -10. -32. 9. 180. 273. -35. -110. 115. 1970 -112. 1. 6. 33. -15. 21. 18. -58. -12. 11. 18. 7. 39. 1971 29. -28. 21. -16. -11. -32. 19. 43. -19. -23. 17. 9. 24. 1972 -20. -11. 43. 0. -37. -9. -9. 33. 25. 228. -16. -2. 69. 1973 -202. -13. -35. 106. 16. 7. -40. -7. 72. -58. 0. -4. 73. 1974 2. 67. -41. -29. -2. 30. -10. -245. -5. -136. 32. 226. 108. 1975 32. -103. 70. 17. 18. 1. 14. -70. -3. 91. -87. -37. 57. 1976 66. 94. -116. 16. -352. -52. 50. 51. -44. -38. 25. 52. 117. 1977 -68. 268. 82. -138. -309. 124. -145. 18. -9. 34. 134. -121. 150. 1978 24. -26. 59. 10. -21. -104. 169. -44. 84. -120. -11. 156. 88. 1979 -117. 10. -9. 86. -56. -6. -71. 207. 47. 59. -78. -17. 84. 1980 49. -69. -380. -22. 217. 7. 142. 60. -150. 58. 10. -206. 156. 1981 82. 41. -38. -78. 191. 65. -108. -24. -15. 27. 3. 8. 76. 1982 11. 3. -19. 47. -11. -57. 89. -66. -30. -64. 120. 156. 72. 1983 -50. 23. 27. -55. -29. 217. -325. 59. 27. -52. -53. 89. 122. 1984 -47. -23. -23. 109. -59. -298. -22. 143. 0. 16. -102. 40. 108. 1985 90. -78. -15. 33. -33. 16. 72. -90. 12. 64. -22. -61. 57. 1986 -439. 108. -11. -36. 29. 74. -40. -104. 61. 14. 62. -143. 145. 1987 -14. 10. 48. -45. 62. -63. -10. 34. -56. 74. 3. -43. 45. 1988 -25. 64. 11. -81. 93. -129. -17. 148. 3. -46. 1. 23. 72. 1989 98. -216. -300. 94. -94. 30. 41. -62. 9. -12. 100. 44. 123. 1990 -35. -30. -67. 215. -5. -348. -65. 60. 36. -82. 50. 7. 127. 1991 -93. 104. 238. -54. 84. -13. -38. 6. -2. -3. -49. 11. 87. 1992 63. 338. 66. -114. -42. 110. 0. -20. 18. -220. -10. 57. 130. 1993 -48. 33. -33. 1. -9. 71. -25. -52. -20. 112. -220. -306. 118. 1994 37. 29. 11. 36. -285. -93. 52. 49. -44. 73. 3. -92. 98. 1995 65. -50. -33. 354. 48. -36. 31. 8. 25. -98. 55. -20. 112. 1996 45. -19. -60. 33. 93. -96. 234. -155. -70. -37. 93. -13. 99. 1997 3. -7. 38. -38. -40. 63. -62. 18. 79. -29. -96. 91. 56. 1998 -14. -65. 134. -293. -73. 49. 12. -61. 9. 100. -44. -6. 105. 1999 -66. 54. -263. 47. -57. 14. 32. -67. 94. 18. -10. -25. 90. 2000 -174. 95. 13. -121. 257. -47. -9. 261. 48. -60. -2. -9. 128. 2001 31. -40. 14. 46. -13. -35. -276. 65. -162. 38. 33. 49. 99. 2002 11. -99. 13. 96. -59. 26. -27. 77. -85. -103. 50. -33. 66. 2003 72. 0. -18. -27. 6. 331. 9. -18. 45. -19. 24. -67. 102. 2004 21. -2. 415. -57. -5. 39. 58. -58. -66. 69. -15. 30. 127. 2005 -296. 103. -56. -26. 72. 19. -70. -95. 175. 59. 216. 21. 130. 2006 -383. -12. -26. 83. -45. -64. 42. 84. -8. -139. 86. -5. 128. 2007 27. 23. -123. 62. -28. 15. 9. -86. 80. 31. -36. 320. 108. 2008 -2. -95. 36. -342. 200. -47. -12. 155. -86. -41. -240. -34. 148. 2009 48. 300. 53. -355. 4. 103. -38. -103. 42. 86. -91. -16. 148. 2010 7. 58. 58. -39. -44. -110. 51. 84. -46. 62. S.D. 121. 106. 123. 125. 115. 113. 94. 95. 68. 92. 82. 102. Table Total- -1470. Mean- -3. Std. Dev.- 104. Min - -439. Max - 415. 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 -518. 586. 367. -43. -176. -368. -236. -299. -86. 1969 320. 440. 153. -208. -512. 590. 352. -36. -155. -394. -244. -311. 0. 1970 349. 449. 180. -228. -519. 599. 324. -25. -167. -411. -243. -322. -1. 1971 385. 472. 189. -221. -522. 568. 316. -11. -184. -449. -234. -340. -3. 1972 445. 418. 197. -238. -518. 552. 297. -46. -177. -459. -291. -333. -13. 1973 516. 544. 241. -246. -531. 533. 295. -75. -203. -489. -285. -329. -2. 1974 560. 584. 273. -255. -544. 513. 259. -72. -215. -496. -288. -319. 0. 1975 585. 618. 302. -312. -537. 499. 245. -71. -210. -500. -285. -329. 0. 1976 608. 522. 329. -344. -537. 476. 247. -33. -253. -459. -259. -362. -5. 1977 612. 609. 323. -360. -518. 440. 274. -17. -249. -432. -290. -362. 3. 1978 621. 588. 311. -368. -505. 460. 285. -15. -274. -395. -324. -383. 0. 1979 620. 577. 319. -341. -476. 457. 317. -46. -326. -414. -316. -376. -1. 1980 634. 488. 328. -319. -438. 458. 283. -71. -347. -446. -335. -359. -10. 1981 671. 605. 343. -304. -411. 457. 264. -104. -411. -446. -339. -350. -2. 1982 707. 631. 332. -267. -386. 421. 256. -122. -439. -443. -335. -362. -1. 1983 735. 647. 322. -247. -355. 379. 250. -171. -399. -427. -360. -361. 1. 1984 752. 542. 320. -238. -357. 374. 261. -213. -360. -392. -364. -386. -5. 1985 713. 654. 315. -228. -337. 343. 235. -199. -316. -374. -348. -404. 5. 1986 692. 644. 312. -267. -286. 331. 206. -197. -276. -371. -324. -433. 3. 1987 699. 641. 314. -294. -256. 331. 167. -189. -290. -378. -275. -434. 3. 1988 700. 556. 280. -286. -213. 285. 161. -175. -304. -413. -264. -410. -7. 1989 733. 663. 260. -299. -217. 319. 161. -169. -324. -455. -304. -384. -1. 1990 742. 676. 278. -290. -231. 360. 202. -181. -357. -512. -342. -377. -3. 1991 760. 692. 290. -270. -254. 394. 231. -159. -371. -552. -402. -388. -2. 1992 772. 596. 329. -306. -244. 442. 264. -138. -394. -561. -449. -455. -12. 1993 815. 681. 330. -287. -244. 410. 342. -91. -419. -563. -452. -511. 1. 1994 836. 646. 326. -279. -244. 375. 398. -78. -390. -552. -478. -518. 4. 1995 856. 601. 320. -277. -294. 368. 445. -61. -363. -518. -483. -522. 6. 1996 816. 464. 342. -252. -361. 356. 474. -48. -320. -525. -454. -485. 0. 1997 755. 545. 363. -290. -392. 364. 475. -40. -275. -523. -440. -479. 5. 1998 728. 538. 391. -322. -430. 393. 458. -28. -292. -496. -416. -465. 5. 1999 705. 531. 385. -308. -452. 380. 467. 2. -340. -488. -372. -469. 3. 2000 710. 441. 349. -302. -458. 392. 474. -12. -367. -477. -380. -452. -7. 2001 732. 518. 339. -289. -458. 411. 504. -25. -422. -510. -332. -441. 2. 2002 742. 522. 305. -276. -460. 430. 503. -21. -438. -531. -318. -408. 4. 2003 738. 523. 270. -309. -444. 461. 517. -25. -421. -556. -322. -406. 2. 2004 748. 431. 224. -324. -438. 475. 548. -4. -430. -550. -316. -422. -5. 2005 742. 531. 180. -339. -412. 467. 587. 6. -394. -570. -381. -409. 1. 2006 755. 537. 164. -355. -409. 496. 616. 15. -387. -576. -466. -414. -2. 2007 748. 542. 216. -348. -406. 502. 654. 36. -423. -631. -516. -424. -4. 2008 753. 473. 282. -356. -392. 516. 639. 61. -427. -686. -583. -436. -13. 2009 765. 598. 370. -382. -376. 536. 630. 81. -495. -697. -617. -460. -4. 2010 773. 633. 412. -373. -355. 519. 633. 89. -537. 199. AVGE 682. 562. 295. -295. -401. 442. 369. -63. -333. -488. -359. -402. Table Total- 439. Mean- 1. Std. Dev.- 426. Min - -697. Max - 856. 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 -702. -624. -481. -603. 2011 785. 652. 433. -377. -333. 498. 627. 73. -534. 203. 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 -17. -6. 7. -4. 4. -3. -1. 19. 0. 1969 -17. 24. 2. 0. -4. 4. -3. -4. 22. -17. -6. 7. 1. 1970 -4. 24. 19. -18. -4. 22. -17. 2. 0. -4. 4. -3. 2. 1971 -4. 24. 7. -2. 2. 0. -4. 19. -18. -4. 22. -17. 2. 1972 2. -58. -17. -6. 7. -2. 2. -3. -1. 19. -18. -4. -7. 1973 7. 24. -4. 4. -3. -1. 19. -17. -6. 7. -2. 2. 3. 1974 -3. 24. -4. 22. -17. -6. 7. -4. 4. -3. -1. 19. 3. 1975 -17. 24. 2. 0. -4. 4. -3. -4. 22. -17. -6. 7. 1. 1976 -4. -76. 7. -2. 2. 0. -4. 19. -18. -4. 22. -17. -6. 1977 2. 24. -3. -1. 19. -18. -4. 7. -2. 2. 0. -4. 2. 1978 19. 24. -17. -6. 7. -2. 2. -3. -1. 19. -18. -4. 2. 1979 7. 24. -4. 4. -3. -1. 19. -17. -6. 7. -2. 2. 3. 1980 -3. -72. 2. 0. -4. 4. -3. -4. 22. -17. -6. 7. -6. 1981 -4. 24. 19. -18. -4. 22. -17. 2. 0. -4. 4. -3. 2. 1982 -4. 24. 7. -2. 2. 0. -4. 19. -18. -4. 22. -17. 2. 1983 2. 24. -3. -1. 19. -18. -4. 7. -2. 2. 0. -4. 2. 1984 19. -88. -4. 4. -3. -1. 19. -17. -6. 7. -2. 2. -6. 1985 -3. 24. -4. 22. -17. -6. 7. -4. 4. -3. -1. 19. 3. 1986 -17. 24. 2. 0. -4. 4. -3. -4. 22. -17. -6. 7. 1. 1987 -4. 24. 19. -18. -4. 22. -17. 2. 0. -4. 4. -3. 2. 1988 -4. -66. -3. -1. 19. -18. -4. 7. -2. 2. 0. -4. -6. 1989 19. 24. -17. -6. 7. -2. 2. -3. -1. 19. -18. -4. 2. 1990 7. 24. -4. 4. -3. -1. 19. -17. -6. 7. -2. 2. 3. 1991 -3. 24. -4. 22. -17. -6. 7. -4. 4. -3. -1. 19. 3. 1992 -17. -76. 19. -18. -4. 22. -17. 2. 0. -4. 4. -3. -8. 1993 -4. 24. 7. -2. 2. 0. -4. 19. -18. -4. 22. -17. 2. 1994 2. 24. -3. -1. 19. -18. -4. 7. -2. 2. 0. -4. 2. 1995 19. 24. -17. -6. 7. -2. 2. -3. -1. 19. -18. -4. 2. 1996 7. -76. -4. 22. -17. -6. 7. -4. 4. -3. -1. 19. -4. 1997 -17. 24. 2. 0. -4. 4. -3. -4. 22. -17. -6. 7. 1. 1998 -4. 24. 19. -18. -4. 22. -17. 2. 0. -4. 4. -3. 2. 1999 -4. 24. 7. -2. 2. 0. -4. 19. -18. -4. 22. -17. 2. 2000 2. -58. -17. -6. 7. -2. 2. -3. -1. 19. -18. -4. -7. 2001 7. 24. -4. 4. -3. -1. 19. -17. -6. 7. -2. 2. 3. 2002 -3. 24. -4. 22. -17. -6. 7. -4. 4. -3. -1. 19. 3. 2003 -17. 24. 2. 0. -4. 4. -3. -4. 22. -17. -6. 7. 1. 2004 -4. -76. 7. -2. 2. 0. -4. 19. -18. -4. 22. -17. -6. 2005 2. 24. -3. -1. 19. -18. -4. 7. -2. 2. 0. -4. 2. 2006 19. 24. -17. -6. 7. -2. 2. -3. -1. 19. -18. -4. 2. 2007 7. 24. -4. 4. -3. -1. 19. -17. -6. 7. -2. 2. 3. 2008 -3. -72. 2. 0. -4. 4. -3. -4. 22. -17. -6. 7. -6. 2009 -4. 24. 19. -18. -4. 22. -17. 2. 0. -4. 4. -3. 2. 2010 -4. 24. 7. -2. 2. 0. -4. 19. -18. 3. AVGE -1. 1. 0. -1. -1. 1. 0. 0. 0. 0. 0. 0. Table Total- 31. Mean- 0. Std. Dev.- 16. Min - -88. Max - 24. 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 -4. 22. -17. 0. 2011 2. 24. -3. -1. 19. -18. -4. 7. -2. 3. E 4 Differences of annual totals From 1969 to 2009 Observations 41 ----------------------------------- Year Unmodified Modified (D11) (E3) ----------------------------------- 1969 -4. -4. 1970 -15. -15. 1971 -32. -32. 1972 -152. -152. 1973 -30. -30. 1974 -1. -1. 1975 5. 5. 1976 -64. -64. 1977 31. 31. 1978 2. 2. 1979 -7. -7. 1980 -124. -124. 1981 -25. -25. 1982 -8. -8. 1983 12. 12. 1984 -62. -62. 1985 55. 55. 1986 31. 31. 1987 37. 37. 1988 -83. -83. 1989 -17. -17. 1990 -32. -32. 1991 -28. -28. 1992 -145. -145. 1993 11. 11. 1994 43. 43. 1995 71. 71. 1996 5. 5. 1997 63. 63. 1998 59. 59. 1999 42. 42. 2000 -79. -79. 2001 25. 25. 2002 50. 50. 2003 26. 26. 2004 -56. -56. 2005 8. 8. 2006 -24. -24. 2007 -50. -50. 2008 -156. -156. 2009 -48. -48. 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 1311. -397. -445. -166. -95. 66. -158. 17. 1969 457. 47. -177. -204. -243. 1101. -218. -313. 89. -119. -129. -82. 17. 1970 778. 388. -61. -181. -168. 1285. -159. -290. 72. -33. 348. 29. 167. 1971 778. 28. -267. -481. -300. 1096. -160. -269. -221. -270. 245. -120. 5. 1972 752. -35. -197. -518. -353. 1082. -253. -316. -199. -188. -204. -150. -48. 1973 559. 170. -333. -338. -375. 1048. -297. -342. -43. -402. 293. 2. -5. 1974 950. 132. -385. -454. -157. 1236. -120. -375. 317. -158. 641. 421. 171. 1975 2074. 129. 50. -539. -197. 946. -360. -513. -174. -278. -13. -36. 91. 1976 979. -141. -508. -635. -586. 1351. -78. -254. -297. -193. 262. -73. -14. 1977 826. 261. -553. -988. -417. 1302. -512. -184. -320. -216. 125. -466. -95. 1978 1017. -158. -260. -794. -228. 869. 112. -507. -134. -337. 169. 96. -13. 1979 706. 53. -319. -604. -308. 982. -131. 33. -339. -17. -5. 60. 9. 1980 1207. -50. -188. 41. 472. 973. 119. -399. -547. 18. 4. -253. 116. 1981 1310. -118. -338. -691. 149. 734. -345. -176. -71. 337. 446. 337. 131. 1982 1376. 195. -88. -333. 0. 929. 150. -326. -15. 247. 534. 152. 235. 1983 889. -135. -503. -844. -270. 805. -863. -296. -581. -447. -254. -137. -220. 1984 763. -348. -350. -532. -371. 428. 132. -332. -331. -62. -120. 109. -84. 1985 1153. -229. -277. -475. -139. 742. -71. -631. -67. -67. -102. -98. -22. 1986 755. 569. -374. -552. 43. 617. -304. -516. 60. -173. 30. -411. -21. 1987 1159. -117. -379. -818. 12. 337. -202. -365. -231. -12. -43. -276. -78. 1988 1077. -121. -392. -731. 194. 266. 4. -164. -291. -186. 143. -183. -32. 1989 1167. -426. -505. -149. -73. 694. -114. -384. -22. -108. 273. -195. 13. 1990 956. -122. -437. -240. -94. 339. 243. -108. -19. -96. 489. 132. 87. 1991 1252. 324. -115. -755. 184. 541. -198. -339. -167. -57. 273. 273. 101. 1992 1390. 212. -470. -746. 224. 926. -250. -455. -300. -490. 248. -19. 23. 1993 1082. -141. -494. -641. -29. 646. -250. -532. -342. -27. -211. -126. -89. 1994 1706. -218. -436. -746. -447. 695. 97. -535. -512. -214. -192. -308. -92. 1995 1421. -385. -190. -95. -204. 670. 170. -548. -324. -310. 178. -113. 22. 1996 1391. -430. -183. -530. -105. 445. 341. -983. -190. -122. 260. -97. -17. 1997 1237. -301. -236. -824. -187. 808. -42. -484. -255. -444. -71. 86. -60. 1998 1078. -258. 24. -1166. 97. 929. 38. -535. -193. -158. -144. -106. -33. 1999 1046. -74. -464. -386. -258. 894. 106. -568. -206. -288. 9. -174. -30. 2000 983. -24. -197. -808. 213. 567. 154. -203. -576. -223. 168. -21. 3. 2001 1328. -153. 13. -464. -84. 1011. 55. 77. -312. 441. 457. 105. 206. 2002 1265. -263. -48. -462. -329. 947. -40. -470. -595. -68. 477. -29. 32. 2003 1382. -195. -197. -514. -31. 1293. -247. -601. -426. -332. 130. -301. -3. 2004 1155. -397. 171. -1038. -74. 929. 42. -728. -474. -1. 153. -72. -28. 2005 793. 125. -583. -583. -97. 700. -44. -624. -103. -278. 300. -328. -60. 2006 657. 89. -430. -442. -193. 895. 222. -590. -548. -377. 309. -52. -38. 2007 1168. -256. -504. -358. -94. 1041. 269. -575. -155. -155. 93. 451. 77. 2008 871. -283. 117. -765. 825. 1013. 520. -34. -321. 271. 493. 1048. 313. 2009 2017. 774. 147. -633. 771. 1298. 157. -458. -308. -52. -12. 292. 333. 2010 1282. -125. -357. -1080. -144. 743. 284. -490. -768. -73. AVGE 1100. -48. -268. -574. -80. 871. -57. -399. -247. -137. 146. -19. Table Total- 12296. Mean- 24. Std. Dev.- 533. Min - -1166. Max - 2074. 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 207. -178. -36. -32. 96. -65. -96. -15. 1969 -162. -73. 111. 157. 61. -1. 20. 75. 208. 120. -279. -15. 18. 1970 118. 288. 208. 227. 122. 167. 116. 59. 214. 211. 180. 108. 168. 1971 71. -59. 16. -71. 0. 7. 92. 58. -48. -5. 30. -14. 6. 1972 -33. -7. 24. -83. -73. 12. 2. 27. -69. 95. -372. -108. -49. 1973 -290. 142. -30. 150. -90. -17. -58. 27. 85. -116. 89. 46. -5. 1974 61. 107. -73. 74. 132. 179. 134. -44. 460. 124. 432. 452. 170. 1975 1170. 95. 367. 74. 28. -90. -106. -197. -35. 12. -228. 8. 92. 1976 42. -55. -315. 38. -393. 338. 151. 26. -77. 13. 62. 30. -12. 1977 -148. 264. -267. -305. -259. 344. -346. 107. -88. -33. -17. -394. -95. 1978 35. -125. 17. -115. -91. -96. 287. -207. 125. -216. 98. 155. -11. 1979 -297. 97. -61. 56. -173. 50. 9. 395. -59. 71. -103. 120. 9. 1980 197. 95. -28. 688. 591. 77. 295. -45. -272. 117. -107. -229. 115. 1981 280. -52. -76. -44. 256. -134. -151. 191. 237. 372. 339. 349. 130. 1982 318. 271. 211. 266. 119. 122. 316. 52. 301. 251. 427. 178. 236. 1983 -208. -47. -178. -276. -162. 71. -734. 125. -352. -419. -321. -136. -220. 1984 -351. -138. -128. 26. -251. -303. 245. 142. -183. -30. -148. 131. -82. 1985 53. -169. 62. 68. -30. 62. 37. -197. 50. -9. -128. -42. -20. 1986 -342. 617. -42. 27. 63. 0. -179. -113. 138. -77. -17. -302. -19. 1987 27. -59. -51. -210. -27. -250. -38. -9. -130. 76. -146. -117. -78. 1988 -56. 22. -115. -165. 121. -232. 128. 172. -162. -78. -5. -38. -34. 1989 25. -356. -102. 410. -155. 159. 43. -54. 132. 23. 122. -115. 11. 1990 -171. -56. -38. 327. -153. -252. 401. 275. 157. 59. 319. 166. 86. 1991 115. 392. 287. -195. 168. -107. -34. 51. 45. 124. 123. 260. 102. 1992 230. 388. -203. -111. 163. 240. -72. -53. -44. -323. 136. -13. 28. 1993 -188. -8. -143. -25. -72. -8. -182. -99. -14. 117. -322. -67. -84. 1994 358. -27. -115. -142. -482. 76. 74. -60. -200. -52. -266. -268. -92. 1995 48. -130. 90. 503. -187. 8. 94. -42. -23. -154. 142. -74. 23. 1996 53. -77. -62. 64. 5. -273. 224. -461. 81. 82. 190. -67. -20. 1997 -3. -91. -54. -171. -86. 53. -154. 31. -19. -197. -154. 124. -60. 1998 -129. -68. 170. -452. 205. 106. -27. -50. 71. 46. -224. -57. -34. 1999 -124. 99. -318. 307. -114. 62. 19. -103. 136. -141. -107. -77. -30. 2000 -196. 245. -105. -157. 369. -283. 72. 283. -221. -113. 71. 51. 1. 2001 144. 61. 191. 164. 85. 142. -38. 605. 86. 528. 279. 214. 205. 2002 82. -43. 170. 119. -145. 57. -113. 54. -179. 24. 264. 61. 29. 2003 237. 20. 56. 65. 104. 387. -302. -59. -29. -198. -104. -217. -3. 2004 0. -80. 378. -490. 40. 16. -31. -176. -48. 120. -82. 34. -27. 2005 -371. 336. -232. -64. -25. -179. -165. -44. 298. -101. 110. -299. -61. 2006 -507. 307. -57. 77. -139. -10. 102. 11. -146. -188. 199. -104. -38. 2007 6. -49. -179. 205. -36. 133. 117. 43. 304. 53. -22. 359. 78. 2008 -306. -3. 307. -127. 861. 104. 397. 544. 167. 529. 391. 900. 314. 2009 816. 942. 375. 119. 765. 387. 63. 91. 268. 150. -93. 135. 335. 2010 49. 15. -136. -295. -163. -131. 170. 54. -142. -64. AVGE 16. 72. -2. 17. 23. 28. 16. 34. 23. 23. 16. 25. Table Total- 12315. Mean- 24. Std. Dev.- 217. Min - -734. Max - 1170. 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 -8. -4. 0. 6. -11. -35. -64. -17. 1969 -67. -27. 30. 58. 57. 46. 42. 35. 36. 27. 29. 60. 27. 1970 120. 175. 203. 201. 170. 131. 119. 136. 167. 188. 173. 119. 158. 1971 50. -3. -33. -34. -5. 28. 41. 34. 14. -2. -10. -6. 6. 1972 -5. -16. -30. -40. -36. -15. 1. -14. -61. -108. -128. -123. -48. 1973 -89. -47. -8. 8. 0. -7. -11. -5. 7. 13. 32. 50. -5. 1974 54. 42. 36. 62. 104. 148. 174. 191. 219. 255. 264. 258. 151. 1975 1364. 231. 193. 128. 27. -73. -119. -113. -103. -82. -50. -42. 113. 1976 -60. -83. -106. -94. -25. 38. 49. 25. 18. 7. -1. 2. -19. 1977 -28. -72. -81. -84. -88. -89. -77. -56. -61. -76. -116. -139. -81. 1978 -111. -75. -68. -66. -60. -12. 14. 6. -3. -12. -11. -13. -34. 1979 -24. -31. -42. -39. -31. -1. 75. 117. 102. 58. 35. 59. 23. 1980 131. 214. 283. 330. 352. 286. 160. 38. -62. -91. -58. -13. 131. 1981 -7. -12. 4. -4. -14. -8. 22. 107. 228. 330. 363. 344. 113. 1982 315. 279. 234. 200. 177. 168. 170. 207. 265. 285. 243. 142. 224. 1983 -2. -120. -182. -194. -188. -175. -192. -259. -320. -340. -320. -279. -214. 1984 -214. -162. -128. -106. -84. -64. -31. -24. -40. -47. -29. -10. -78. 1985 3. -1. -1. 20. 36. 13. -19. -35. -52. -61. -41. -3. -12. 1986 36. 70. 77. 51. -2. -45. -65. -49. -27. -30. -66. -97. -12. 1987 -102. -83. -90. -116. -134. -125. -91. -53. -40. -53. -75. -72. -86. 1988 -74. -67. -63. -73. -53. -10. 16. 8. -17. -30. -52. -60. -40. 1989 -50. -42. -19. 16. 34. 35. 32. 49. 62. 45. 9. -59. 9. 1990 -91. -61. -2. 45. 68. 91. 118. 150. 181. 178. 187. 209. 89. 1991 215. 195. 153. 97. 30. -10. -10. 6. 54. 124. 170. 199. 102. 1992 178. 113. 69. 70. 90. 88. 38. -33. -82. -85. -74. -79. 24. 1993 -84. -88. -77. -59. -62. -88. -86. -72. -45. -16. 10. 19. -54. 1994 15. -19. -97. -167. -161. -117. -70. -57. -107. -169. -196. -172. -110. 1995 -110. -15. 73. 116. 118. 92. 27. -19. -39. -32. -10. 0. 17. 1996 -12. -13. -21. -29. -55. -84. -106. -73. -4. 50. 59. 39. -21. 1997 -19. -80. -100. -96. -83. -51. -29. -49. -80. -90. -86. -63. -69. 1998 -24. -17. -28. -25. -15. -15. 10. 24. 1. -45. -80. -95. -26. 1999 -64. -20. -1. -2. -10. -10. 1. -5. -25. -65. -79. -63. -28. 2000 -47. -25. -22. -22. -9. 21. 34. 13. -9. -4. 13. 58. 0. 2001 105. 133. 137. 132. 144. 164. 203. 263. 313. 328. 284. 198. 200. 2002 120. 67. 57. 36. 10. -28. -60. -50. -16. 42. 112. 144. 36. 2003 132. 92. 73. 74. 72. 62. 20. -33. -92. -133. -147. -125. 0. 2004 -88. -57. -39. -18. -12. -28. -51. -60. -40. -15. 2. -10. -35. 2005 -45. -64. -73. -94. -123. -126. -75. -18. 27. 15. -47. -105. -61. 2006 -103. -64. -43. -32. -10. 9. -4. -31. -54. -58. -26. -13. -36. 2007 -25. -45. -32. 20. 54. 90. 122. 138. 138. 102. 44. 3. 51. 2008 15. 90. 177. 251. 319. 351. 362. 378. 407. 485. 589. 694. 343. 2009 734. 690. 621. 528. 406. 287. 204. 155. 123. 106. 85. 60. 333. 2010 26. -36. -136. -198. -157. -65. 8. 21. -12. -61. AVGE 49. 22. 21. 20. 20. 21. 22. 23. 23. 23. 23. 23. Table Total- 12342. Mean- 24. Std. Dev.- 150. Min - -340. Max - 1364. 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 1300. -410. -433. -175. -88. 64. -179. 11. 1969 493. 6. -154. -203. -238. 1092. -211. -312. 62. -80. -140. -95. 18. 1970 790. 359. -56. -144. -182. 1258. -120. -308. 73. -28. 339. 36. 168. 1971 779. -1. -250. -472. -303. 1097. -155. -293. -184. -284. 218. -81. 6. 1972 734. 24. -238. -529. -366. 1091. -256. -312. -201. -209. -167. -164. -49. 1973 547. 153. -304. -347. -368. 1046. -318. -306. -54. -415. 302. -1. -5. 1974 954. 105. -356. -481. -118. 1225. -133. -363. 308. -151. 639. 400. 169. 1975 2110. 88. 73. -538. -192. 937. -353. -512. -201. -239. -24. -49. 92. 1976 991. -69. -592. -626. -589. 1352. -73. -278. -260. -207. 235. -34. -12. 1977 808. 238. -526. -990. -438. 1339. -526. -196. -311. -219. 126. -461. -96. 1978 993. -163. -219. -805. -241. 878. 109. -503. -136. -358. 206. 82. -13. 1979 694. 36. -290. -613. -301. 980. -152. 69. -350. -30. 4. 57. 9. 1980 1211. 19. -262. 42. 477. 964. 126. -398. -574. 57. -7. -266. 116. 1981 1322. -147. -333. -654. 135. 707. -306. -194. -70. 342. 437. 344. 132. 1982 1377. 166. -71. -324. -3. 930. 155. -350. 22. 233. 507. 191. 236. 1983 871. -158. -476. -846. -291. 842. -877. -308. -572. -450. -253. -132. -221. 1984 739. -240. -434. -541. -364. 426. 111. -296. -342. -75. -111. 106. -85. 1985 1157. -256. -248. -502. -100. 731. -84. -619. -76. -60. -104. -119. -23. 1986 791. 528. -351. -551. 48. 608. -297. -515. 33. -134. 19. -424. -20. 1987 1171. -146. -374. -781. -2. 310. -163. -383. -230. -7. -52. -269. -77. 1988 1078. -59. -455. -733. 173. 303. -10. -176. -282. -189. 144. -178. -32. 1989 1143. -431. -464. -160. -86. 703. -117. -380. -24. -129. 310. -209. 13. 1990 944. -139. -408. -249. -87. 337. 222. -72. -30. -109. 498. 129. 86. 1991 1256. 297. -86. -782. 223. 530. -211. -327. -176. -50. 271. 252. 100. 1992 1426. 271. -565. -709. 210. 899. -211. -473. -299. -485. 239. -12. 24. 1993 1083. -170. -477. -632. -32. 647. -245. -556. -305. -41. -238. -87. -88. 1994 1688. -240. -408. -748. -468. 733. 83. -547. -502. -217. -191. -303. -94. 1995 1398. -390. -149. -106. -217. 679. 167. -544. -326. -331. 215. -127. 22. 1996 1379. -346. -256. -557. -66. 433. 329. -971. -199. -115. 259. -118. -19. 1997 1273. -342. -213. -823. -182. 800. -36. -483. -281. -405. -82. 73. -59. 1998 1090. -287. 29. -1128. 83. 903. 77. -554. -192. -153. -152. -99. -32. 1999 1047. -103. -447. -376. -262. 895. 111. -592. -169. -302. -18. -135. -29. 2000 964. 35. -238. -819. 200. 576. 151. -199. -578. -243. 206. -35. 2. 2001 1316. -170. 42. -473. -78. 1010. 34. 113. -323. 428. 466. 102. 206. 2002 1270. -290. -19. -488. -290. 936. -53. -458. -604. -61. 476. -50. 31. 2003 1419. -237. -174. -513. -26. 1284. -240. -599. -452. -293. 119. -314. -2. 2004 1167. -325. 88. -1029. -78. 930. 47. -751. -436. -15. 126. -33. -26. 2005 774. 102. -556. -585. -118. 737. -58. -636. -94. -281. 301. -323. -61. 2006 633. 84. -388. -453. -206. 904. 218. -586. -550. -398. 346. -66. -38. 2007 1157. -273. -475. -367. -87. 1040. 248. -539. -167. -168. 103. 447. 77. 2008 875. -214. 43. -764. 829. 1004. 526. -33. -347. 310. 482. 1035. 312. 2009 2029. 745. 152. -595. 757. 1272. 196. -477. -307. -47. -21. 299. 334. 2010 1284. -154. -340. -1071. -148. 744. 288. -514. -730. -71. AVGE 1101. -50. -267. -573. -81. 870. -56. -399. -247. -136. 145. -19. Table Total- 12297. Mean- 24. Std. Dev.- 532. Min - -1128. Max - 2110. 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 1 395.97 156.18 115.22 90.88 353.85 2.20 17.77 108.10 2 645.19 232.88 117.02 179.77 602.92 4.40 17.26 204.22 3 729.03 305.61 105.75 265.60 655.58 6.62 13.48 288.59 4 683.49 381.55 105.74 347.96 543.80 8.84 17.72 369.02 5 656.61 454.32 107.12 426.81 437.03 11.07 16.27 448.63 6 701.42 527.67 106.14 502.55 458.10 13.32 14.32 524.78 7 758.33 595.95 107.35 575.74 438.84 15.57 17.85 598.11 8 892.77 665.11 110.98 646.20 545.86 17.83 15.04 671.00 9 994.80 729.47 105.55 715.81 653.51 20.09 11.91 741.95 10 990.50 798.56 103.37 783.45 602.87 22.37 18.08 811.81 11 939.20 863.24 105.41 851.26 353.37 24.66 15.69 880.68 12 928.42 928.89 110.09 918.00 17.54 26.95 14.74 949.79 Span in E1 E2 E3 months Mod.O Mod.CI Mod.I 1 387.41 133.65 84.22 2 639.76 211.37 83.09 3 725.38 286.24 69.22 4 679.50 365.36 70.76 5 651.02 441.34 75.66 6 693.77 514.84 72.65 7 753.24 584.29 73.22 8 889.12 653.23 75.01 9 992.35 719.78 74.92 10 985.18 788.37 68.44 11 935.80 855.22 74.67 12 921.74 922.18 78.36 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 5.03 5.86 88.88 0.00 0.22 100.00 93.87 2 1.71 8.02 90.19 0.00 0.07 100.00 98.48 3 0.95 13.96 85.05 0.01 0.04 100.00 96.04 4 1.19 28.68 70.04 0.02 0.07 100.00 91.44 5 1.51 48.03 50.36 0.03 0.07 100.00 89.49 6 1.13 53.96 44.83 0.04 0.04 100.00 97.25 7 1.01 62.55 36.34 0.05 0.06 100.00 93.41 8 0.78 57.86 41.29 0.04 0.03 100.00 91.29 9 0.59 54.19 45.16 0.04 0.02 100.00 96.03 10 0.48 62.46 36.98 0.05 0.03 100.00 101.26 11 0.65 84.66 14.59 0.07 0.03 100.00 97.74 12 0.72 99.13 0.04 0.09 0.03 100.00 100.06 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 22.01 525.93 -0.05 154.93 22.10 135.38 2 43.03 761.98 -0.28 159.70 44.32 268.32 3 65.89 874.05 -0.22 150.14 66.60 396.92 4 89.15 878.69 -0.41 150.43 88.95 520.29 5 111.37 868.50 -0.40 144.67 111.50 638.34 6 134.15 947.96 -0.59 148.42 134.48 751.40 7 159.04 1041.60 -0.53 149.48 158.02 859.90 8 185.06 1194.12 -0.40 151.42 182.05 964.25 9 210.52 1315.20 -0.19 146.00 206.38 1064.75 10 233.41 1361.69 0.07 149.10 230.81 1161.46 11 256.17 1355.48 0.02 148.15 255.16 1254.26 12 279.46 1356.22 0.13 148.72 279.33 1342.94 Span D10 D11 F1 in S CI mcd months Avg. S.D. Avg. S.D. Avg. S.D. 1 -0.03 482.07 22.04 210.81 24.30 155.13 2 -1.06 685.09 44.05 323.47 48.72 298.48 3 -0.52 751.83 66.38 438.35 73.25 429.66 4 0.58 678.09 88.54 554.67 98.01 553.67 5 0.24 551.36 111.11 665.32 123.19 672.50 6 0.22 536.69 133.90 775.20 148.97 786.35 7 1.50 553.00 157.49 880.48 175.35 895.42 8 3.35 680.43 181.65 982.20 202.11 1000.14 9 4.24 750.86 206.20 1079.80 228.95 1101.07 10 2.50 684.40 230.89 1175.38 255.63 1198.42 11 0.95 481.12 255.19 1266.99 282.12 1291.83 12 -0.02 22.53 279.45 1354.72 308.34 1381.13 F 2.D: Average duration of run CI I C mcd 2.19 1.49 7.82 4.22 F 2.E: I/C Ratio for months span SPAN 1 2 3 4 5 6 I/C 1.27 0.65 0.40 0.30 0.25 0.21 SPAN 7 8 9 10 11 12 I/C 0.19 0.17 0.15 0.13 0.12 0.12 months for cyclical dominance: 2 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 0.11 84.15 4.40 4.00 0.01 92.66 F 2.G: The autocorrelation of the irregulars for spans 1 to 14 SPAN 1 2 3 4 5 6 7 ACF -0.10 -0.17 -0.04 -0.04 0.04 -0.01 -0.02 SPAN 8 9 10 11 12 13 14 ACF -0.05 0.03 -0.01 0.00 -0.01 0.07 0.01 F 2.H: The final I/C Ratio from Table D12: 0.84 The final I/S Ratio from Table D10: 4.35 F 2.I: Statistic Prob. level F-test for stable seasonality from Table B 1. : 161.370 0.00% F-test for stable seasonality from Table D 8. : 321.965 0.00% Kruskal-Wallis Chi Squared test for stable seasonality from Table D 8. : 423.368 0.00% F-test for moving seasonality from Table D 8. : 2.623 0.00% 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 = 0.095 months span (from Table F 2.B). 2. The relative contribution of the irregular component M2 = 0.012 to the stationary portion of the variance (from Table F 2.F). 3. The amount of month to month change in the irregular M3 = 0.000 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 = 0.123 described by the average duration of run (Table F 2.D). 5. The number of months it takes the change in the trend- M5 = 0.187 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 = 0.141 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 = 0.152 the amount of stable seasonality (from Table F 2.I). 8. The size of the fluctuations in the seasonal component M8 = 0.412 throughout the whole series. 9. The average linear movement in the seasonal component M9 = 0.135 throughout the whole series. 10. Same as 8, calculated for recent years only. M10 = 0.477 11. Same as 9, calculated for recent years only. M11 = 0.459 *** ACCEPTED *** at the level 0.16 *** Q (without M2) = 0.18 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 7. -3. -17. -4. -4. 2. 19. 30-day months 22. 0. -18. -2. -1. -6. 4. Leap year Feb. 7. 15. -15. -3. 1. -3. -3. Visually significant residual trading day peaks have been found in the spectral plots of the following series starting in 2002.Oct: differenced seasonally adjusted series (Table E2) (1 Trading Day peak(s)) Modified irregular component (Table E3) (1 Trading Day peak(s)) G 0 10*LOG(SPECTRUM) of the differenced Prior Adjusted Series (Table B1). Spectrum estimated from 2002.Oct to 2010.Sep. ++++++++++I+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++I 69.39I S I 69.39 I S I I S I I S I 67.47I S I 67.47 I S I I S S I I S S I 65.54I S S I 65.54 I S S I I S S I I S S I 63.61I S S I 63.61 I S S I I S S I I S S I 61.69I S S SI 61.69 I S S SI I S S S SI I S* S S SI 59.76I S* S S SI 59.76 I S* S S SI I *S* S S SI I * *S* S S SI 57.83I * *S* S S SI 57.83 I * *S* S S SI I ** *S* S S* SI I ** *S* S *S* SI 55.91I *** *S* *S *S* SI 55.91 I *** S *S* *S *S*T SI I**** S *S* *S *S*T SI I**** S *S* **S *S*T SI 53.98I***** S *S** ***S *S*T* SI 53.98 I***** S *S** ***S S *S*T* SI I***** S *S** ***S S *S*T* SI I***** S *S** ***S* S *S*T* SI 52.05I***** S **S** ***S* S *S*T* SI 52.05 I***** S **S** ***S* S* *S*T* SI I****** S **S** ***S* S* *S*T* *SI I****** *S* **S** ****S* S* **S*T* *SI 50.13I****** *S* **S** ****S* S* **S*T* *SI 50.13 I****** *S* **S*** ****S* S* **S*T* *SI I****** *S* **S*** ****S* S* ** **S*T** *SI I******* *S* ***S*** ****S* S* ** **S*T** *SI 48.20I******* *S* ***S*** *****S* *S*T ******S*T** *SI 48.20 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 46.27I**********S*********S*********S** *S*T*******S*T*** **SI 46.27 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 44.35I**********S*********S*********S*********S*T*******S*T*******SI 44.35 ++++++++++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 58.46I * I 58.46 I * I I * I I * I 56.64I * I 56.64 I ** I I *** I I**** I 54.81I**** I 54.81 I**** I I**** I I***** I 52.99I***** I 52.99 I****** I I****** I I****** I 51.17I****** I 51.17 I****** I I****** I I****** I 49.34I******* I 49.34 I******* I I******* * T I I******* * T I 47.52I******* * * T I 47.52 I******* * * T I I******* * * * T I I******* * * * T I 45.70I******* * * ** T I 45.70 I******* ** ** ** *T I I******* ** * ** *** *T* I I******* *** * ** *** *T* * I 43.87I******** *** * ** *** *T* * I 43.87 I******** *** ** ** *** *T* * I I******** *** ** *** *** *T* * I I******** *** ** *** *** S*T* ** I 42.05I******** **** *** *** **** S*T* ** I 42.05 I******** ***** **** * *** *****S*T* ** I I******** ***** ****** *** *****S*T** *** I I********* ***** ****** *** ******S*T****** I 40.23I********* ****** ****** **** ******S*T****** I 40.23 I********* ****** ******** ***** ******S*T****** I I**********S****** ******** ***** ******S*T****** I I**********S******* ******** ***** ******S*T****** I 38.40I**********S******* ********* ***** ******S*T******* I 38.40 I**********S*********S********* ***** ******S*T******* I I**********S*********S*********S ******* ******S*T*******SI I**********S*********S*********S ******* *******S*T*******SI 36.58I**********S*********S*********S******** *******S*T*******SI 36.58 I**********S*********S*********S******** *******S*T*******SI I**********S*********S*********S********* *******S*T*******SI I**********S*********S*********S********* T*******S*T*******SI 34.75I**********S*********S*********S*********S*T*******S*T*******SI 34.75 ++++++++++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 43.98I * I 43.98 I * I I * I I * I 42.74I * T I 42.74 I * * T I I ** * T I I ** * T I 41.51I ** * T I 41.51 I ** * T I I ** * T I I ** ** T I 40.28I * ** ** T I 40.28 I * ** ** T I I * ** ** T I I ** *** ** T I 39.05I *** *** ** *T* I 39.05 I *** *** *** *T* * I I *** * *** *** *T* * I I *** * *** *** *T* * I 37.82I *** * *** *** *T* * I 37.82 I **** * **** *** *T* * I I ******* **** *** *T* * I I ******** **** **** S*T* * I 36.59I ******** **** **** S*T* ** I 36.59 I ******** **** *****S*T* ** I I * ******** **** *****S*T* *** I I * ******** **** *****S*T* *** I 35.36I ** ******** **** *****S*T* *** I 35.36 I ** ******** ***** ******S*T** *** I I ** * ******** ***** ******S*T****** I I ** * ********* ****** ******S*T****** I 34.13I ** * *********S ****** ******S*T****** I 34.13 I ** ** *********S ****** ******S*T****** I I ** ** *********S ****** ******S*T****** I I ** ** *********S******* ******S*T******* I 32.90I ** ** *********S******* ******S*T******* I 32.90 I ** ** *********S******** ******S*T******* I I * ** *** S*********S******** ******S*T******* I I * * *** ****S*********S******** ******S*T*******SI 31.67I * ** **** ****S*********S******** ******S*T*******SI 31.67 I * ** **** ****S*********S******** *******S*T*******SI I * ** **** ****S*********S********* *******S*T*******SI I * **S*********S*********S********* *******S*T*******SI 30.44I *** **S*********S*********S*********S *******S*T*******SI 30.44 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 29.21I *** ***S*********S*********S*********S*T*******S*T*******SI 29.21 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 27.97I**********S*********S*********S*********S*T*******S*T*******SI 27.97 ++++++++++I+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++I S=SEASONAL FREQUENCIES, T=TRADING DAY FREQUENCIES