Notes on X-13ARIMA-SEATS Version 1.1, Build 58

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Notes on X-13ARIMA-SEATS Version 1.1, Build 58

New Options and Features

  • Set sequence outliers with a convention as 0.0 for the end of the series that wouldn’t have to be changed when new series values are added.
  • Allow LS outlier (a sequence LSS and a regular LS) for level shifts at the final observation.

Changes to the Program Output

  • Add Q stats and p-values to the .ac2 file.
  • Add the Ljung-Box Q and p-value for the sample ACF of the squared residuals for all seasonal lags to the .udg file.
  • Add "indirect adjustment" or "direct adjustment” in the header of table F.2 and F.3 in output
  • Add an additional indicator for the outliers added in each pass so there is an indicator of the pass and the number of the outlier added when argument = addall. This change affects the .udg file and. oit file.

Fixed Defects in Previous Versions

  • Correct a typo insignificant ("insignifcant") in listings of the Top 5 models of automdl.
  • Fix the length of header of E2 and E3, D11 and SEATS tables.
  • Fix the floating-point exception (IEEE_DENORMAL) during the automatic model identification procedure.
  • Fix the index out of range error when passing certain input.
  • Change the error message “SET NOADMISS=1” to “SET NOADMISS=YES”.
  • In the calculation of the indirect D9 table, add an absolute value function to ensure the values are marked as a modified SI ratio.
  • Make data file format '2L2' work.
  • Fix X11regression variables argument not working issue in html version.
  • Make the rounded seasonally adjusted series match yearly totals.
  • Fix minor output errors found by a long-term user.
  • Change correct label for E4 table.
  • Get rid of duplicate paragraph displayed in the outlier detection almost table.
  • Correct the label for seats {print=se2}.
  • Correct the dates in .dor file.
  • Modified the validation condition for lom in the regression and in the prior adjustment.
  • Fix the logic to generate key values.
  • Allow Zero is in outlierwin of history.
  • Save *.tbs / _tbs.html file over and over while sliding spans or revisions history analyses
  • Change the heading in log files to "Sliding Spans: Percentage of [[Months/Quarters]] Flagged as Unstable" for sliding spans.
  • Add the word "History" to the label of the revisions history summary in the log.
  • Display BACKWARD RESIDUALS link in index table.
  • Add the warning message in .err file if there is an error in the syntax: outlier {span= (#,)}.
  • Correct the label in the composite {print=itt } table
  • Correct some error messages.

Page Last Revised - October 8, 2021