Skip Main Navigation Skip To Navigation Content

X-13ARIMA-SEATS Seasonal Adjustment Program

You are here: Census.govSubjects A to ZX-12-ARIMA › Announcement on Update to X-12-ARIMA Website
Skip top of page navigation

Notes on X-13ARIMA-SEATS Version 1.1, Build 9

Version 1.1 of X-13ARIMA-SEATS (Build 9) is now available from the U. S. Census Bureau. This release introduces some new features to the X-13ARIMA-SEATS software, along with corrections to some minor defects.

A description of the new features of this release appear below:

  1. The version of SEATS used by the program has been updated to Build 663 of SEATS.
  2. Allows users to specify AO and LS sequence regressors that will add AO or LS regressors for each observation in a span of data (AOSyyyy.pp-yyyy.pp and LSSyyyy.pp-yyyy.pp).
  3. Allows users to specify a critical value for T-statistic for including AO or LS sequence regressors in the final regARIMA model (tlimit = 2.0). If this argument is specified, only AO or LS regressors from the sequence that has a t-value greater than this limit in absolute value will be included in the regARIMA model.
  4. Adds a pair of quadratic ramp variables that allows the effect to change quadratically rather than linearly. The user can choose between a quadratic ramp where the rate of change increases as time goes on (QIyyyy.pp-yyyy.pp) or decreases as time goes on (QDyyyy.pp-yyyy.pp).
  5. Allows users to specify a probablility level for an optional critical values for AIC tests of trading day, Easter, and user-defined regressors (pvaictest = 0.05).
  6. A -x runtime option for the Accessible output version of X-13ARIMA-SEATS that produces XHTML output.
  7. A new diagnostic for determining whether a series is seasonal, the QS diagnostic from TRAMO, is included in the spectrum spec and can be used with quarterly series.
  8. The HTML output of the accessible version of the program has been updated.
  9. Some defects have been corrected, including a defect in the irregular regression module.

For the vast majority of series, this version of X-13ARIMA-SEATS will produce X-11 seasonal adjustments that are identical to those generated by Version 1.0 of X-13ARIMA-SEATS released earlier.

We are interested in your feedback. Please email your questions and comments to x12a@census.gov.


Source: U.S. Census Bureau | Center for Statistical Research and Methodology | (301) 763-1649 (or x12@census.gov) |  Last Revised: September 17, 2013