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X-13ARIMA-SEATS Seasonal Adjustment Program

About X-13
  • About X-13
  • Recent News
  • Win X-13
  • X-13-Data
  • X-13-Graph
  • X-13-SAM
  • Win Genhol
  • References
About X-13

X-13ARIMA-SEATS Seasonal Adjustment Program

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

Features of X-13ARIMA-SEATS 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 software originally developed by Victor Gómez and Agustín Maravall at the Bank of Spain, as well as nonparametric 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.

This site contains distributions of X-13ARIMA-SEATS for Windows® PC and Linux/Unix platforms, along with multiple utility programs to assist in running the program:

  • Win X-13 is an interface program for running X-13ARIMA-SEATS in Windows.
  • X-13-Data provides an interface between X-13ARIMA-SEATS and Excel.
  • X-13-Graph allows users to generate useful graphical diagnostics from X-13ARIMA-SEATS output. Two versions of the program are available: an interactive Java version and a SAS/Graph® version that can create graphs in batch.
  • X-13-SAM lets users quickly make changes to many X-13ARIMA-SEATS input (specification) files at one time.
  • Win Genhol generates user-defined moving holiday regressors.

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

Stay Informed About X-13ARIMA-SEATS

Announcements of program updates and other information related to X-13ARIMA-SEATS, Win X-13, and other programs are distributed through a moderated mailing list called X13 Announcements.


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