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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 2019) Revised on February 1, 2019
| 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 | (012)(012) | - | - | |
| Female | (012)(012) | LS2011.3 | Level change due to the impact of the Great East Japan Earthquake since March 2011 | |
| Employed persons | Total | (111)(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 | (111)(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 | (111)(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 | (111)(012) | LS2009.3 | Level change due to the impact of the collapse of the Lehman Brothers since March 2009 | |
| Female | (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 |
|
| Unemployed persons | Total | (210)(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 | (012)(212) | - | - | |
| Female | (211)(212) | LS2011.3 | Level change due to the impact of the Great East Japan Earthquake since March 2011 | |
| Unemployment rate | Total | (210)(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).
