census.gov Notification
Due to the lapse of federal funding, portions of this website are not being updated. Any inquiries submitted via www.census.gov will not be answered until appropriations are enacted.

Update on the Development of X-13ARIMA-SEATS

Written by:

Abstract

This paper provides an update to Monsell (2007) to give details of new features found in the current prototype of X-13ARIMA-SEATS, a seasonal adjustment program that allows the user to produce either an X-11 or a SEATS seasonal adjustment. These features include expanded options for generating spectral diagnostics, improved model-based seasonal adjustment diagnostics, an AICC based test for length of month regressors, a new regressor for end-of-month stock Easter based on Findley (2009), a technique for specifying groupings for user defined holiday regressors, and a new regression testing procedure based on the chi-square statistic for determining if regression groups should be included in the regARIMA model.

Page Last Revised - October 8, 2021