Notes on X-13ARIMA-SEATS Version 1.1, Build 59

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Notes on X-13ARIMA-SEATS Version 1.1, Build 59

New Options and Features

  • Add a new table, the level-shift adjusted trend, to the print and save arguments of the seats spec. The long table name is trendadjls and the short table name is stl.
    seats{
            print = trendadjls or stl
            save = trendadjls or stl
    }
  • Add trendtc argument in regression spec that allows temporary changes to be treated as level changes (and thus included in the trend) rather than additive outliers (and thus included in the irregular).
    regression{
            trendtc = yes/no
    }
    If trendtc = yes, temporary changes are treated as level changes
    If trendtc = no, temporary changes are treated as AOs
    The default is trendtc = no

Changes to the Program Output

  • Change labels for D12 and D13 tables:
    “D 12 Final trend cycle (LS outliers included)” to “D 12 Final trend cycle”
    “D 12 Final trend cycle, adjusted for level change outliers (LS outliers included)” to “D 12 Final trend cycle not including outlier effects”
    “D 13.B Final irregular component, adjusted for additive outliers” to “D 13.B Final irregular component not including outlier effects"
  • Change the abbreviation title in _tbs.html for the header Preadjust from "Preadjusted Series" to "Preadjusted Factor"

Fixed Defects in Previous Versions

  • With print=none in a spec, print no output from that spec to the main output file
  • Remove the functionality for multiple-composite spec files. X-13 will not process any series in a metafile following a spec for a composite adjustment
  • Correct a warning message in *_err.html to “WARNING: Link to Log File in the Main Output valid only if complete paths specified for output and meta files” if it is a relative path and not a full path
  • Change the saved file extension to .tbs, .sum and .rog in legacy (ASCII) version
  • Fix a wrong formula of trend-cycle resolution in seats
  • Correct the Thanksgiving Day regressor for the years of 1940 and 1941
  • Make legacy (ASCII) version consistent with html version
  • Fix index out of range issue when generating index table in the main output

Page Last Revised - July 6, 2023