X11 output B 16 - Trading-day Adjustment Factors Derived from Regression Coefficients

From the trading-day regression weights, monthly adjustment factors are computed based on the number of particular trading days (i.e., Mondays, Tuesdays, etc.) in the respective months. These factors are printed in this X-11 table, and are then used to adjust (i.e., subtracted from or divided into) the B 13 irregular series for trading-day variation.
For more information, see X-11 Census Method II Seasonal Adjustment .