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Win Genhol

The Genhol program creates holiday regressors using the same procedure as X-13ARIMA-SEATS uses to create regressors for the U. S. holidays of Easter and Labor Day. Separate regressors can be generated for effects in intervals before and after the holiday, as well as an intermediate effect around the holiday. More than one holiday can be specified, and the user can center these regressors using either their overall means or their calendar-month means (calendar-quarter means in the case of regressors for modeling quarterly data or calendar-bimonthly means in the case of regressors for modeling bimonthly data).

Win Genhol serves as an interface to the Genhol utility. The stand alone version of Genhol is also available from this website, but must be run from a command window.

X-13ARIMA-SEATS commands can be generated to allow the user to easily use these regressors in a regARIMA model for an X-13ARIMA-SEATS run. For more details on specific options for user-defined regressors, go to the section on the regression spec in the X-13ARIMA-SEATS Reference Manual.

Holiday effects for flow and stock time series can be generated with this software.

Files for the Easter holiday is available from this website in the download section below. For holidays whose dates are not available, the user must supply an ASCII (text) file of dates.

System requirements for the Win Genhol program, as well as installation instructions, can be found in the Win Genhol documentation, available on this website.

This update fixes a problem with creating stock regressors in Genhol and with running Win Genhol in Windows 10.

Contains Version 1.0 Build 3 of Win Genhol, the genhol utility, documentation for both Win Genhol and genhol, and easter500.txt, an ASCII text file with the dates of Easter for the 500 year period from 1600 to 2099, all within a wingenhol subdirectory.

Last update: June 15, 2020

 

Contains genhol.exe, a DOS program that generates user-defined holiday regressors for use with the X-13ARIMA-SEATS program; easter500.txt, an ASCII text file with the dates of Easter for the 500 year period from 1600 to 2099, and input files containing the first three examples from this page in a subdirectory named genhol.

Last update: June 15, 2020

For support with the Win Genhol program, contact Demetra Lytras at any one of the following:
Email: demetra.p.lytras@census.gov
Phone: (301) 763-7426

For general support of the Genhol program, contact the SRD Time Series mailbox:
Email: srd.time.series@census.gov or x12@census.gov

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