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Component ID: #ti435375068

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 procedure 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.

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.

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