Author Topic: X-13ARIMA-SEATS is a seasonal adjustment software from the USA Census Dept  (Read 1226 times)

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X-13ARIMA-SEATS is a seasonal adjustment software produced, distributed, and maintained by the Census Bureau.

Extensive time series modeling and model selection capabilities for linear regression models with model-based seasonal adjustment. I hope YOU know what to do with this.

Quote
The X-13ARIMA-SEATS Seasonal Adjustment Program 
X-13ARIMA-SEATS is a seasonal adjustment software produced, distributed, and maintained by the Census Bureau.


Features include:
 
  • Extensive time series modeling and model selection capabilities for linear regression models with ARIMA errors (regARIMA models);
  • The capability to generate ARIMA model-based seasonal adjustment using a version of the SEATS procedure originally developed by Victor Gómez and Agustín Maravall at the Bank of Spain as well as nonparametric adjustments from the X-11 procedure;
  • Diagnostics of the quality and stability of the adjustments achieved under the options selected;
  • The ability to efficiently process many series at once.


There are distributions of X-13ARIMA-SEATS for Windows® PC and Linux/Unix platforms. For Windows systems, the Census Bureau's Win X-13 interface program is recommended, but it is also possible to execute the program using command line input.
We are indebted to Agustín Maravall, Gianluca Caporello, and their unit at the Bank of Spain for their collaboration and advice in the development of this software.


In addition, a SAS/Graph® program named X-13-Graph is available that allows users to generate useful graphical diagnostics from X-13ARIMA-SEATS (as well as X-12-ARIMA) output. It requires no knowledge of SAS®, and can generate more types of graphs than Win X-13. There is a Java version of the software available as well. 
 

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