Time Series and Seasonal Adjustment - Census.gov
Jul 7, 2022 · x-12-arima Seasonal adjustment software developed by the United States Census Bureau. It incorporates regression techniques and also ARIMA modelling to improve estimation of the different time series components.
X-13ARIMA-SEATS - Wikipedia
X-13ARIMA-SEATS, successor to X-12-ARIMA and X-11, is a set of statistical methods for seasonal adjustment and other descriptive analysis of time series data that are implemented in the U.S. Census Bureau's software package. [3]
The Census Bureau's new X-12-ARIMA program includes essentially all the capabilities of the latest version of X-11-ARIMA, X-11-ARIMA/88 (Dagum, 1988), including all the capabilities of X-11. The major improve-ments in X-12-ARIMA address inadequacies of X-11 not targeted by X-11-
Before running X-12-ARIMA (or X-12 for short), you must have your data in a form that X-12 can read, and you must create an input specifications file (or "spec file"). This document will explain the basics of X-12 data formats and of writing a spec file.
Seasonal Adjustment Methodology for National Labor Force …
Apr 28, 2022 · Beginning in 2003, BLS adopted X-12-ARIMA as the official seasonal adjustment program for national CPS labor force series, replacing the X-11-ARIMA program that had been used since 1980.
• automatically search for an ARIMA specification using X-12’s AUTOMODL spec and obtain estimates by exact maximum likelihood in order to mitigate the effects of potential seasonal overdifferencing; • test for possible stock trading day effects; • run default X-11 using the automatic seasonal filter selection based on the X-11 ARIMA/88
The X12 procedure is an adaptation of the US Bureau of the Census X-12-ARIMA seasonal adjustment program (US Bureau of the Census 2010). The X-12-ARIMA program was developed by the Time Series Staff of the Statistical Research Division, US Census Bureau.
There have been three primary methods in the world of seasonal adjustment. The first one is the X-12-ARIMA based filter (also referred to as x11 smoothing) developed by the United States Census Bureau. This technique has been used by statistics-based governmental agencies in US, United Kingdom, Australia, Canada, and other international agencies.
X12arima for OxMetrics 4 - doornik.com
The X12arima for OxMetrics 4 program gives access to most of the X-12-ARIMA features for seasonal adjustment and regARIMA modelling. Variables are selected from a OxMetrics database, and an X12 specification is formulated using dialogs.
The program X-12-ARIMA contains significant improve-ments over X-1 /X-11-ARIMA. Broadly, they can be classified into three groups--(1) the development of reg ARIMA, (2) some new options for the filters, and (3) more diagnostics. Clearly, (1) implies the belief that regARIMA models are appropriate for the series. Group (2) implies