Using Census Bureau's X12 ARIMA within EViews

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kjd31
Posts: 17
Joined: Thu Jul 25, 2013 9:26 am

Using Census Bureau's X12 ARIMA within EViews

Postby kjd31 » Thu Jul 25, 2013 9:38 am

How do I seasonally adjust my data in the same fashion the US Census Bureau does using X12-ARIMA within EViews?

Thanks in advance.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13319
Joined: Tue Sep 16, 2008 5:38 pm

Re: Using Census Bureau's X12 ARIMA within EViews

Postby EViews Gareth » Thu Jul 25, 2013 9:53 am

Open the series, click on Proc->Seasonal Adjustment->X12.

Of course you're better off using X13. Here's a demo of how to do that: http://www.eviews.com/EViews8/ev8ecx13_n.html
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bvguizar
Posts: 40
Joined: Sat Aug 28, 2010 6:56 am

Re: Using Census Bureau's X12 ARIMA within EViews

Postby bvguizar » Fri Mar 07, 2014 5:31 am

Hello, I have tried to use Census X13 and I get the following error:

NOTE: Unable to test AO2010.Jan due to regression matrix singularity.
The effect of this outlier is already accounted for by other regressors
(usually user-specified or previously identified outliers).
***********************************************************************
ERROR: Estimation failed to converge -- maximum iterations reached.
Rerun program trying one of the following:
(1) Allow more iterations (set a larger value of maxiter).
(2) Try a different model.
See Section 5 of the X-13ARIMA-SEATS Reference Manual for more discussion.
***********************************************************************




******Input Spec File******

1. series{
2. title = "QBR"
3. start = 2002.1
4. modelspan = (2002.01, 2013.12)
5. name = "QBR"
6. file = "C:\Users\bvgm500\AppData\ev_temp\EVX13TMP.DAT"
7. decimals = 1
8. }
9. outlier{
10. types = (all)
11. span = (2002.Jan , 2013.Dec)
12. }
13. automdl{
14. maxdiff = (2,1)
15. maxorder = (2,1)
16. mixed = yes
17. fcstlim = 15
18. ljungboxlimit = 0.95
19. checkmu = yes
20. acceptdefault = no
21. }
22. seats{
23. appendfcst = yes
24. save = (s12 s10 s13 s11 sfd afd)
25. }



Where can I go from here? I need to seasonally adjust my data. Please help


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