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X-13ARIMA-SEATS Seasonal Adjustment Program

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The X-12-ARIMA Seasonal Adjustment Program

X-12-ARIMA is a seasonal adjustment software that was produced by the Census Bureau.

Features include:

  • Extensive time series modeling and model selection capabilities for linear regression models with ARIMA errors (regARIMA models);
  • Many seasonal and trend filter options;
  • Diagnostics of the quality and stability of the adjustments achieved under the options selected;
  • The ability to efficiently process many series at once.

The Census Bureau has transitioned from using X-12-ARIMA to X-13ARIMA-SEATS, with the Census Bureau producing seasonal adjustments with X-13ARIMA-SEATS rather than X-12-ARIMA.

There are distributions of X-12-ARIMA for Windows® PC and Linux/Unix platforms. For Windows systems, the Census Bureau's Win X-13 interface program is recommended, but it is also possible to execute the program using command line input.

In addition, a SAS®/Graph program named X-13-Graph is available that allows users to generate useful graphical diagnostics from X-12-ARIMA (and X-13ARIMA-SEATS) output. It requires no knowledge of SAS®, and can generate more types of graphs than Win X-13.

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Source: U.S. Census Bureau | Center for Statistical Research and Methodology | (301) 763-1649 (or x12@census.gov) |  Last Revised: October 24, 2013