User-Defined Regressor Error

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User-Defined Regressor Error

Postby geoanstats » Fri Mar 29, 2019 12:15 pm

I am trying to do a .x13 seasonal adjustment with a user-defined regressor. I have a dummy variable for the different months of easter, and I am determining that to be "holiday" type. I am getting these error messages:

WARNING: Forecast extension cannot be done for multiplicative or log-
additive seasonal adjustment due to negative or zero values
found in forecasts.
ERROR: Multiplicative or log additive seasonal adjustment cannot be
performed when preadjustment factors are derived from a regARIMA
model for data which have not been log transformed.
Check the values for the power or function arguments of the
transform spec and mode of the x11 spec.

I am taking this to mean that I must transform the dummy variable in some way, but I am confused by how?

Thank you.

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