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Notes on X-13ARIMA-SEATS Version 1.1, Build 19

Version 1.1 of X-13ARIMA-SEATS (Build 19) 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 Tukey spectrum peak probabilities from the SEATS software have been incorporated into X-13ARIMA-SEATS, and can be accessed from the spectrum spec. There is currently no option to plot the Tukey spectrum, though values from the spectrum can be stored by the spectrum spec.
  2. A revisions history of the estimated coefficients for the trading day and ARIMA model coefficients from the final regARIMA model can be generated using the history spec and saved into a separate file.
  3. A new option that controls whether the Q diagnostic is computed on the log of the series is included in the spectrum spec.
  4. The HTML output of the accessible version of the program has been updated and all known defects have been corrected.
  5. Other defects have been corrected, including a defect in the average duration of run statistic. Error handling for AIC testing is improved.

Other more minor changes and error corrections to the software appear in the list below:

  • Added extra spaces for various numerical outputs in the program.
  • Ensured program will stop model estimation when not enough data are available for differencing.
  • Checked for specific estimation errors within the AIC testing procedures, and ensured that the program will stop execution at that point.
  • Ensured that t-tests for the trading day regression coefficients are checked during automatic model identification when aictest=td is specified and one coefficient trading day is selected.
  • Ensured combined chi-square test for regression variables is done in all cases where more than one instance of a type of regressor is found in the regARIMA model.
  • Ensured the variable for the maximum number of ARIMA iterations is reset properly after automatic difference identification.
  • Ensured "model of last resort" in automatic model selection procedure (usually ARIMA(311)(P11)) isn’t a mixed model when mixed=no is specified in the automdl spec.
  • Ensured "X-13ARIMA-SEATS" was used in all program error messages.
  • Replaced "ò" character from header text with "o".
  • Corrected an error message in the automatic outlier procedure.
  • Ensured system date printed in the output is formatted correctly.
  • Revised the SEATS source code to eliminate spurious output during sliding spans and revisions history runs.
  • Ensured internal variables for user-defined regressors and predefined regressors are initialized properly in the SEATS module.
  • Changed the dimensions of some calling arguments in SEATS subroutines.
  • Changed how the software prints and stores certain SEATS estimates.
  • Fixed labels for some SEATS tables.

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 1.1 Build 9 of X-13ARIMA-SEATS released earlier.

Note that the URLs for downloading the X-13ARIMA-SEATS software have been changed to incorporate the version and build number of the software into the filename. For example, to download the complete archive of the accessible output version of X-13ARIMA-SEATS, the URL is now

      https://www.census.gov/ts/x13as/pc/x13ashtmlall_V1.1_B19.zip

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

Page Last Revised - October 8, 2021
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