This is a brief survey of the existing seasonal adjustment methods. We first discuss the problem of economic seasonality commonly observed in many economic time series and the historical development of the X-11 and the X-12-ARIMA methods by the U.S. Census bureau. We also mention to other seasonal adjustment methods including the X-11-ARIMA method, the SEATS-TRAMO method and the Decomp method developed by the Institute of Statistical Mathematics. It is possible to interpret that the underlying stochastic processes of X-12-ARIMA and Decomp are similar and the latter gives automatically the optimal estimation of state variables via the Kalman-filtering. It is advisable to use the Decomp method for examining and monitoring the computational results obtained by the X-12-ARIMA method and the RegARIMA modeling at various central offices in Japan.