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Notes on X-13ARIMA-SEATS Version 1.1, Build 26

Version 1.1 of X-13ARIMA-SEATS (Build 26) is 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.

New features:

  • Two new diagnostics for adequacy of residuals (Friedman's, Durbin Watson).
  • Add tables for outlier adjusted SEATS seasonal adjustment, irregular.
  • Add option to take log of series before computing QS diagnostic (logqs = yes | no).
  • Add moving seasonality ratio used in automatic seasonal filter selection procedure to UDG output.
  • Add final unit root selection of automatic model identification procedure to UDG output.
  • Implement correct stock length of month regressor in regARIMA modeling module.
  • Include "stock length of month regressor" in subheadings of tables.
  • Reformat some of the HTML output.

Defects fixed and structural changes to source code:

  • Ensure AIC testing of multiple groups of user-defined regressors was handled correctly.
  • Change error message for character string routine.
  • Add check to input routines to test if names input exceed maximum length.
  • Correct error message in automatic outlier input routine.
  • Change array length for local variables in SEATS routines.
  • Add variable for number of stock length of month regressors in regARIMA model.
  • Add xtdtyp.cmn to source code, contains common blocks for irregular regression.
  • Remove variables defined in xtdtyp.cmn from function and subroutine calls.
  • Revise dimensions used for variables in spectral peak routines of SEATS code.
  • Ensure updated variables are used in call to gtmdfl routine (reads regARIMA model coefficients from file).
  • Update saving model file with scientific notation used to save user-defined regressors.
  • Ensure enough forecasts are used to produce correct component values and forecasts for SEATS.
  • Ensure that if maxorder is set to 0 for the seasonal component, the automatic model will have no seasonal MA terms.
  • Add another pointer dictionary for additional tables to the getsav and getprt routines.
  • Revise if - then - else structure in ansub1.f to ensure correct forecast parameters are used in the sigex routine of SEATS.
  • Ensure correct table routine used in SEATS code.
  • Change UDG code for SEATS skewness diagnostics to avoid duplication.
  • Revise how trading day AIC test results are saved for UDG output.
  • Ensure SEATS adjustment not attempted when ARIMA model not chosen and Missing Values are in series.
  • Print warning message when all user-defined holiday regressors are deleted when chi-square testing is requested.
  • Make correction for average duration of run statistic used in Q statistic.

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 19 of X-13ARIMA-SEATS released earlier.

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

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