U.S. Department of Commerce

X-13ARIMA-SEATS Seasonal Adjustment Program

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Running the Genhol Utility

To run Genhol, enter the following command in a (DOS) command prompt:

genhol infile

where infile is a file that contains options for Genhol. The general syntax of this file is similar to that of X-13ARIMA-SEATS's input specification file, see below:

        spec1{
                argument = value
        }
        spec2{
                argument = value
        }

There are two types of "specs": a global spec (to specify global options) and holiday specs (to specify options for each of the holidays for which user-defined regressors are to be generated). The global spec should appear first in the input file.

Documentation for the arguments that can be specified in the global spec is given below.

Possible arguments for the global spec
ArgumentDescription
numhol = n Denotes the number of separate holidays to be specified by the user later in this file. The default is 1.
outfile = name Filename (with extension) where the holiday regression variables will be stored. This argument must be specified; there is no default.
outspec = name Filename (with extension) where a regression spec will be stored that uses the user-defined regression variables generated by this program. If not specified, this file will not be generated.
first = nnnn Denotes the first year that will be saved in the output file. The default is the first year common to all the data files specified by the infile argument of subsequent holiday specs.
last = nnnn Denotes the last year that will be saved in the output file. The default is the final year common to all the data files specified by the infile argument of subsequent holiday specs.
firstmean = nnnn Denotes the first year used in the calculation of the means of the holiday regressors. The default is the first year common to all the data files specified by the infile argument of subsequent holiday specs.
lastmean = nnnn Denotes the last year used in the calculation of the means of the holiday regressors. The default is the final year common to all the data files specified by the infile argument of subsequent holiday specs.
period = n Denotes the seasonal period assumed for the holiday regression variables being generated and stored. Only three values are allowed for this argument : period=12 (to generate regressors for monthly time series), period=6 (to generate regressors for bimonthly series), and period=4 (to generate regressors for quarterly series). The default is 12.
type = string Denotes the type of variable that will be produced. If type = count, the count of the number of days found in the holiday window for a given observation is output. If type = ratio, the ratio of the number of days in the holiday window for a given observation is output. The default is type = ratio.
stockday = n Denotes the stock day for an inventory series, that is, the day when inventory is taken for a given month. This can only be specified for monthly series, and can only take the values of 1 to 31 (ie, 1 ≤ stockday ≤ 31). An end-of-month inventory regressor is generated when stockday = 31. The default is to assume that the holiday generated will be for a flow series rathen than an inventory series.

Note that the file specified in outfile is where the regression variables will be stored; the file specified in outspec is where arguments for the X-13ARIMA-SEATS regression spec will be stored that can read and process the regression variables stored in outfile.

After the global spec, there should be as many holiday specs as specified in the numhol argument of the global spec. These specs should be numbered (ie, holiday1, holiday2, etc.).

The arguments for the holiday specs are given below.

Possible arguments for the holiday spec(s)
ArgumentDescription
name = string Name of the holiday. This name should not have any spaces (this name will be used in the regression spec generated by the program to distinguish between different holiday regressors). Default is the spec file name (holiday1, holiday2, etc.).
infile = name Specifies the filename (with extension) where the holiday dates used to generate the holiday regressors are stored. Each date consists of a month, day, and four digit year separated by white space or tabs (example: 1 1 1990 for January 1, 1990), and each date should appear on its own line. This is a required entry.
begbefore = n Denotes the position relative to the holiday of the beginning of the window used to generate the before-holiday regressor. This value should be negative, and less than or equal to the value for the endbefore argument. The minimum value that can be specified is -42.
endbefore = n Denotes the position relative to the holiday of the end of the window used to generate the before-holiday regressor. This value should be negative.
begafter = n Denotes the position relative to the holiday of the beginning of the window used to generate the after-holiday regressor. Since this effect occurs after the holiday, the value should be non-negative.
endafter = n Denotes the position relative to the holiday of the end of the window used to generate the after-holiday regressor. This value should be positive, and greater than or equal to the value for the begafter argument. The maximum value that can be specified is 49.
center = string Specifies the removal of the (sample) mean or the seasonal means from the user-defined regression variables. If center = mean, the mean of the user-defined holiday regressor is subtracted from the regressor. If center = calendar, means for each calendar month (or quarter or bimonth) are subtracted from each of the user-defined holiday regressors. If this argument is not specified, the user-defined regressors are not modified.
zerobefore = nnnn Defines the year before which all values in the regressor are set to be zero. If this argument is set, first < zerobeforelast, and if zeroafter is set, then zerobefore < zeroafter.
zeroafter = nnnn Defines the year on or after which all values in the regressor are set to be zero. If this argument is set, first < zeroafterlast, and if zeroafter is set, then zerobefore < zeroafter.

In general, here are some guidelines for choosing which options to specify, depending on the type of effect you wish to estimate.

  • To specify a regressor to estimate an effect before a holiday, the user must specify both the begbefore and endbefore arguments of the holiday spec.
  • In general, -42 ≤ begbeforeendbefore < 0.
  • To specify a regressor to estimate an effect after a holiday, the user must specify both the begafter and endafter arguments.
  • In general, 0 < begafterendafter ≤ 49.
  • An interim regressor, using a window around a given holiday, will also be generated when the user specifies values for both the endbefore and begafter arguments. This effect will use a window that starts one position after the position given by endbefore and ends one position before the position given by begafter. There must be at least two observations in this window for the interim effect regressor to be generated.
  • If only the interim regressor is desired, the user should specify just the begafter and endbefore arguments.

Source: U.S. Census Bureau | Center for Statistical Research and Methodology | (301) 763-1649 (or x12@census.gov) |  Last Revised: April 02, 2014