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X-13ARIMA-SEATS Seasonal Adjustment Program

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An Empirical Evaluation of the Performance of TRAMO/SEATS on Simulated Series

Catherine C. H. Hood (1), James D. Ashley (2) and David F. Findley (3)


TRAMO and SEATS are linked programs developed by Victor Gomez and Agustin Maravall to seasonally adjustment time series using ARIMA model-based signal extraction techniques. We will evaluate the performance of TRAMO/SEATS on a large sample of simulated economic time series, including series with a large irregular component, series with complex trends, and short series. We will use a version of X-12-ARIMA that has access to the SEATS algorithm. This will allow us to compute similar diagnostics for both programs — including sliding spans and revision diagnostics — so we can compare adjustments between the two programs.


seasonal adjustment, regression models with ARIMA noise, outliers, revisions

(1) Catherine C. H. Hood is currently a consultant. email :

(2) James D. Ashley is currently Mathematical Statistican, U. S. Postal Service.

(3) David F. Findley was the Senior Mathematical Statistican for Time Series and is now retired from the U. S. Census Bureau.

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Source: U.S. Census Bureau | Center for Statistical Research and Methodology | (301) 763-1649 (or |  Last Revised: September 01, 2015