Menu-Driven X-12-ARIMA Seasonal Adjustment in Stata

The X-12-ARIMA software of the U.S. Census Bureau is one of the most popular methods for seasonal adjustment; the program x12a.exe is widely used around the world. Some software also provides X-12-ARIMA seasonal adjustments by using x12a.exe as a plug-in or externally. In this article, we illustrate...

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Bibliographic Details
Published inThe Stata journal Vol. 12; no. 2; pp. 214 - 241
Main Authors Wang, Qunyong, Wu, Na
Format Journal Article
LanguageEnglish
Published Sage Publications, Inc 01.06.2012
Subjects
Algorithms
Mathematical software
United States
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Summary:The X-12-ARIMA software of the U.S. Census Bureau is one of the most popular methods for seasonal adjustment; the program x12a.exe is widely used around the world. Some software also provides X-12-ARIMA seasonal adjustments by using x12a.exe as a plug-in or externally. In this article, we illustrate a menu-driven X-12-ARIMA seasonal-adjustment method in Stata. Specifically, the main utilities include how to specify the input file and run the program, how to make a diagnostics table, how to import data, and how to make graphs.
ISSN:1536-867X
1536-8734
DOI:10.1177/1536867X1201200204