The Win Genhol program creates holiday regressors using the same procedure as X-13ARIMA-SEATS uses to create regressors for the U. S. holidays of Easter, Labor Day, and Thanksgiving. Separate regressors can be generated for the effect in intervals before and after-holidays, as well as an intermediate effect around the holiday. More than one holiday can be specified, and the user can center these regressors using either their overall means or their calendar-month means (calendar-quarter means in the case of regressors for modeling quarterly data or calendar-bimonthly means in the case of regressors for modeling bimonthly data).
The program serves as an interface to the Genhol utility that has been distributed for some time. The stand alone version of this utility is also available from this website, but must be run from a command window.
X-13ARIMA-SEATS commands can be generated to allow the user to easily use these regressors in a regARIMA model for an X-13ARIMA-SEATS run. For more details on specific options for user-defined regressors, go to the section on the regression spec in U. S. Census (2015).
Holiday effects for flow and stock time series can be generated with this software.
Files for some holidays are available from this website at the download page. For holidays whose dates are not available, the user must supply an ASCII (text) file of dates.
Licensing information for the software distributed from this site can be found at https://www.census.gov/srd/www/disclaimer.html.
For support with the Win Genhol program, contact Nicole Czaplicki at any one of the following:
For general support of the Genhol program, contact Brian C. Monsell at any one of the following: