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Seasonal Adjustment - X-12-ARIMA -

X-12-regARIMA was introduced to 18 series below since result of January 2013. As in the past, X-11(default) has been applied to series which are not mentioned below.
(March 1, 2013)


(Since the result of January 2017)   Revised on January 31, 2017
Series ARIMA model Regression variables Reason for setting
Labour force Total (012)(212) LS2011.3 Level change due to the impact of the Great East Japan Earthquake since March 2011
Male (112)(212) - -
Female (012)(012) LS2011.3 Level change due to the impact of the Great East Japan Earthquake since March 2011
Employed persons Total (012)(012)

LS2009.3

LS2011.3

Level change due to the impact of the collapse of the Lehman Brothers since March 2009

Level change due to the impact of the Great East Japan Earthquake since March 2011

Male (012)(211) LS2009.3 Level change due to the impact of the collapse of the Lehman Brothers since March 2009
Female (012)(012) LS2009.3

Level change due to the impact of the collapse of the Lehman Brothers since March 2009

Employee Total (210)(012)

LS2009.3

LS2011.3

Level change due to the impact of the collapse of the Lehman Brothers since March 2009

Level change due to the impact of the Great East Japan Earthquake since March 2011

Male (210)(012) LS2009.3 Level change due to the impact of the collapse of the Lehman Brothers since March 2009
Female (211)(012)

LS2009.3

LS2011.3

Level change due to the impact of the collapse of the Lehman Brothers since March 2009

Level change due to the impact of the Great East Japan Earthquake since March 2011

Unemployed persons Total (112)(011) RP2008.10-2009.7 Ramp level change due to the impact of the collapse of the Lehman Brothers since autumn 2008
Male (210)(011) RP2008.10-2009.7 Ramp level change due to the impact of the collapse of the Lehman Brothers since autumn 2008
Female (012)(011) RP2008.10-2009.3 Ramp level change due to the impact of the collapse of the Lehman Brothers since autumn 2008
Not in labour force Total (012)(212) LS2011.3 Level change due to the impact of the Great East Japan Earthquake since March 2011
Male (112)(212) - -
Female (012)(212) LS2011.3 Level change due to the impact of the Great East Japan Earthquake since March 2011
Unemployment rate Total (112)(011) RP2008.10-2009.7 Ramp level change due to the impact of the collapse of the Lehman Brothers since autumn 2008
Male (210)(011) RP2008.10-2009.7 Ramp level change due to the impact of the collapse of the Lehman Brothers since autumn 2008
Female (012)(011) RP2008.10-2009.3 Ramp level change due to the impact of the collapse of the Lehman Brothers since autumn 2008
  • On the release of January results, the seasonally adjusted data for the most recent 10 years are revised by retroactively computing final seasonal factors using the original data for up to 29 years.
  • The lower and upper sigma limits used to downweigh extreme irregular values are 9.8 sigma and 9.9 sigma.
  • Instead of initially released data, compatible time-series data are inputted for data from October 2005 through December 2011, in order to remove gap of revising the base of benchmark population (excluding Unemployment rate).

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