X-12-ARIMA

X-12-ARIMA is the widely used seasonal adjustment software produced, distributed, and maintained by the Census Bureau. It is used for all official seasonal adjustments produced by the U. S. 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.

There are distributions of X-12-ARIMA for Windows^® PC and Linux/Unix platforms. For Windows systems, the Census Bureau's Win X-12 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-12-Graph is available that allows users to generate useful graphical diagnostics from X-12-ARIMA output. It requires no knowledge of SAS^®, and can generate more types of graphs than Win X-12.

• The X-12-ARIMA Website had a facelift on March 31, 2010. More information is available on this site.
• Several software packages were released on December 18, 2009:
  • PC and Linux/Unix versions of the latest version of X-12-ARIMA (Build 188 of Version 0.3);
  • Win X-12, the windows interface to X-12-ARIMA;
  • X-12-Graph, a SAS/Graph program;
  • Genhol, a utility which generates user-defined regressors for moving holidays.