X-13ARIMA-SEATS Seasonal Adjustment Program

X-13ARIMA-SEATS is a seasonal adjustment software produced, distributed, and maintained by the Census Bureau.

The Census Bureau is in the final stages of transitioning from using X-12-ARIMA to X-13ARIMA-SEATS, with most groups within the Census Bureau producing seasonal adjustments with X-13ARIMA-SEATS rather than X-12-ARIMA.

Features include:

• Extensive time series modeling and model selection capabilities for linear regression models with ARIMA errors (regARIMA models);
• The capability to generate ARIMA model-based seasonal adjustment using a version of the SEATS procedure originally developed by Victor Gómez and Agustín Maravall at the Bank of Spain as well as non-parametric adjustments from the X-11 procedure;
• 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-13ARIMA-SEATS 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.

Note that the version of SEATS in this release of X-13ARIMA-SEATS is not the version that will soon be released by the Bank of Spain as SEATS+. The Census Bureau is currently integrating that version of SEATS into a future release of X-13ARIMA-SEATS; a beta version of that release should be available soon.

We are indebted to Agustín Maravall, Gianluca Caporello, and their unit at the Bank of Spain for their collaboration and advice in the development of this software.

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

• A bug fix for Version 2.1 of X-13-Graph Java was released on February 20, 2013.
• Updated versions of three software packages were released on January 22, 2013:
  • PC and Linux/Unix versions of the latest version of X-13ARIMA-SEATS (Build 150 of Version 1.0);
  • Version 2.1 of Win X-13, the windows interface to X-13ARIMA-SEATS;
  • Version 2.1 of X-13-Graph Java.
• Two links were added to the References Page on September 19, 2012.
• Version 2.0 of X-13-Graph Batch was released on August 16, 2012.
• Version 1.0 of X-13-Graph Java was released on August 16, 2012.
• Updated versions of two software packages were released on July 16, 2012:
  • PC and Linux/Unix versions of the latest version of X-13ARIMA-SEATS (Build 149 of Version 1.0);
  • Version 2.0 of Win X-13, the windows interface to X-13ARIMA-SEATS.
• Papers were added to the Seasonal Adjustment Papers website on July 16, 2012.
• Papers were added to the Seasonal Adjustment Papers website on June 26, 2012.