X-13ARIMA-SEATS Seasonal Adjustment Program

X-13ARIMA-SEATS is a seasonal adjustment software produced, distributed, and maintained by the Census Bureau.

Features include:

• Extensive time series modeling and model selection capabilities for linear regression models with ARIMA errors (regARIMA models);
• The capability to generate ARIMA model-based seasonal adjustment using a version of the SEATS procedure originally developed by Victor Gómez and Agustín Maravall at the Bank of Spain as well as nonparametric adjustments from the X-11 procedure;
• Diagnostics of the quality and stability of the adjustments achieved under the options selected;
• The ability to efficiently process many series at once.

There are distributions of X-13ARIMA-SEATS for Windows^® PC and Linux/Unix platforms. For Windows systems, the Census Bureau's Win X-13 interface program is recommended, but it is also possible to execute the program using command line input. The X-13-Data program provides an interface between X-13-ARIMA and Excel users. X-13-SAM lets users quickly make changes to many X-13ARIMA-SEATS spec files at one time.

We are indebted to Agustín Maravall (formerly with the Bank of Spain), Gianluca Caporello, and contractors at the Bank of Spain for their collaboration and advice in the development of this software.

In addition, a SAS/Graph^® program named X-13-Graph is available that allows users to generate useful graphical diagnostics from X-13ARIMA-SEATS (as well as X-12-ARIMA) output. It requires no knowledge of SAS^®, and can generate more types of graphs than Win X-13. There is a Java version of the software available as well.

• Version 1.0 of X-13-SAM was released on March 24, 2017.
• Updated versions of several software packages were released on March 10, 2017:
  • PC and Linux/Unix versions of the latest release of X-13ARIMA-SEATS (Build 39 of Version 1.1, notes on the release available on the site);
  • Version 2.5 of Win X-13, the windows interface to X-13ARIMA-SEATS.
• Papers were added to the Seasonal Adjustment Papers website on February 17, 2017.
• Updated versions of several software packages were released on March 1, 2016:
  • PC and Linux/Unix versions of the latest release of X-13ARIMA-SEATS (Build 26 of Version 1.1, notes on the release available on the site);
  • Version 2.4 of Win X-13, the windows interface to X-13ARIMA-SEATS.
• Licensing information and disclaimer for the various software products has been updated (March 1, 2016).
• Papers were added to the Seasonal Adjustment Papers website on August 7, 2015.
• Updated versions of several software packages were released on April 2, 2015:
  • PC and Linux/Unix versions of the latest release of X-13ARIMA-SEATS (Build 19 of Version 1.1, notes on the release available on the site);
  • Version 2.3 of Win X-13, the windows interface to X-13ARIMA-SEATS;
  • Version 2.0 of X-13-Data;
  • Version 2.2 of X-13-Graph Batch Windows Interface;
  • Version 2.1 of X-13-Graph Batch;
  • Version 1.0 of Win Genhol.
• Papers were added to the Seasonal Adjustment Papers website on October 21, 2014.
• Updated versions of X-13-Data and Genhol were released to the public (April 2, 2014).

This Software was created by U.S. Government employees and therefore is not subject to copyright in the United States (17 U.S.C. §105). The United States/U.S. Department of Commerce (“Commerce”) reserve all rights to seek and obtain copyright protection in countries other than the United States. The United States/Commerce hereby grant to User a royalty-free, nonexclusive license to use, copy, and create derivative works of the Software outside of the United States.

The Software is provided to the User and those who may take by, through or under it, “as is,” without any warranty (whether express or implied) or representation whatsoever, including but not limited to any warranty of merchantability. The Software is taken hereunder without any right to support or to any improvements, extensions, or modifications, except as may be agreed to separately, in writing, by Commerce.

User, on behalf of itself and all others who take by, through or under it, hereby and forever waives, releases, and discharges the United States/Commerce and all its instrumentalities from any and all liabilities and obligations in connection with the use, application, sale or conveyance of the Software. User shall indemnify and hold harmless the United States/Commerce and its instrumentalities from all claims, liabilities, demands, damages, expenses, and losses arising from or in connection with User's use, application, sale or conveyance of the Software, including those who take by, through or under User whether or not User was directly involved. This provision will survive termination of this Agreement and will include any and all claims or liabilities arising under intellectual property rights, such as patents, copyrights, trademarks, and trade secrets. If User of software is an Executive Agency of the United States, this clause is not applicable.

The construction, validity, performance, and effect of this Agreement for all purposes will be governed by Federal law of the United States.

User agrees to make a good faith effort to use the Software in a way that does not cause damage, harm, or embarrassment to the United States/Commerce. The United States/Commerce expressly reserve all rights and remedies.