X-13Arima-Seats Binary For Mac4/30/2021
To add a holiday or outlier, simply specify the variable to add in the appropriate section of the dialog and click on the Add button.For example, ice cream sales may surge during summer every year and toy sales may reach a peak every December during Christmas sales.
Seasonal adjustment refers to the process of removing these cyclical seasonal movements from a series and extracting the underlying trend component of the series. The EViews seasonal adjustment procedures are available only for quarterly and monthly series. To seasonally adjust a series, click on ProcSeasonal Adjustment in the series window toolbar and select the adjustment method from the submenu entries ( Census X-13, Census X-12, X-11 (Historical), TramoSeats or Moving Average Methods ). Census X-13 EViews offers an easy-to-use front-end for working with the U.S. The publicly available Census X-13ARIMA-SEATS seasonal adjustment program X13.EXE is included with your copy of EViews and is pre-installed in your EViews directory. In addition to providing a wide range of new features, X-13 is capable of performing updated versions of X-11X-12 or TRAMOSEATS ARIMA seasonal adjustment. For backwards compatibility, EViews still supports the older X-11, X-12 and TRAMOSEATS routines, but we recommend that you use the newer X-13 routines. When you perform X-13 seasonal adjustment, EViews carries out the following steps: write out a specification file and data files for the series execute the X-13 program in the background, using the contents of the specification file read back the output file and saved data into your EViews workfile The remainder of this section offers a brief description of the EViews interactive interface to X-13ARIMA-SEATS. EViews provides a general command interface that also supports X-13 features not available via the dialogs (see. X-13Arima-Seats Binary Full Documentation ForThe full documentation for the Census program, X-13ARIMA-SEATS Reference Manual, can be found in the docs subdirectory of your EViews installation directory in the PDF file X-13 Reference Manual.pdf. Note that X-13 combines standard least-squares regression, ARIMA, and regARIMA estimation, with X-11 or SEATS seasonal adjustment. To simplify matters, we will refer to regression, ARIMA, and regARIMA estimation collectively as the ARIMA or ARIMA regression portion of the X-13 seasonal adjustment procedure. To perform X-13 seasonal adjustment, select ProcSeasonal AdjustmentCensus X-13. EViews will open a tree structured dialog containing branches for setting options for variables, ARIMA estimation and forecasting, seasonal adjustment, and output. X-13 Variable Options The X-13ARIMA-SEATS procedure allows you to perform ARIMA regression prior to the seasonal adjustment step. The first branch of the X-13 dialog includes options for defining the source series and exogenous variables used in the ARIMA step. Transform The Transform settings allow you to transform the source series and regressors before fitting the ARIMA model. When you click on the Transform entry you will be prompted to choose a transformation method. You may choose between no transformation ( None ), or a natural log ( Log ), Box-Cox ( Box-Cox ), logistic ( Logit ), or automatically selected ( Auto ) transformation. The Auto option chooses between no transformation and a log transformation based on the Akaike information criterion. The Logit option transforms the series to and is defined only for series with values that are strictly between 0 and 1. For the Box-Cox option, you must provide the parameter value for the transformation: (11.38) for. See Transform (Section 7.18) of the X-13ARIMA-SEATS Reference Manual for further details. X-13 built-in regressors The X-13 built in regressors page lets you specify any of the X-13 built-in regressors for the ARIMA regression model: You may use the drop-down menus to add a constant, seasonal variables (such as seasonal dummies), trading-day effects, holidays or outliers to the ARIMA model. Only one type of seasonal variable and one type of trading-day effect can be selected, but multiple holidays or outliers are supported.
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