Menu-Driven X-12-ARIMA Seasonal Adjustment in Stata

Author:

Wang Qunyong1,Wu Na2

Affiliation:

1. Institute of Statistics and Econometrics Nankai University Tianjin, China

2. School of Economics Tianjin University of Finance and Economics Tianjin, China

Abstract

The X-12-ARIMA software of the U.S. Census Bureau is one of the most popular methods for seasonal adjustment; the program x12a.exe is widely used around the world. Some software also provides X-12-ARIMA seasonal adjustments by using x12a.exe as a plug-in or externally. In this article, we illustrate a menu-driven X-12-ARIMA seasonal-adjustment method in Stata. Specifically, the main utilities include how to specify the input file and run the program, how to make a diagnostics table, how to import data, and how to make graphs.

Publisher

SAGE Publications

Subject

Mathematics (miscellaneous)

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