Seasonal adjustment with national calendar
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Seasonal adjustment with national calendar
Is it possible to seasonally adjust a time series in Eviews but using the national calendar (i.e. specific number of working days, specific national holidays)?
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13323
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Re: Seasonal adjustment with national calendar
The EViews implementation of X-13 allows you to assign a workfile series as a user-variable in the X-13 pre-adjustment regression. You can create at calendar variable similar to those built in to X-13, but supporting you specific calendar.
Recommend reading the X-13 documentation to see how they define their built in calendar variables, then you can copy the idea to your own series, and add that.
Recommend reading the X-13 documentation to see how they define their built in calendar variables, then you can copy the idea to your own series, and add that.
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