@force() option equivalent in X12 seasonal adjustment?

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@force() option equivalent in X12 seasonal adjustment?

Postby capuchin » Fri Jul 31, 2020 11:01 am

I am having some trouble getting seasonally adjusted series to match my previous program's output using the X-13 in Eviews. Previously, I have been using X-11, but the X-13 output seems to be polluted by a lot of noise in the final years, which is introducing some undesireable volatility that clearly looks less accurate than the X-11/X-12 output. However, I also want to force the annual total of the SA series to make the annual total of the NS series, and I can't find this option except in X-13 in Eviews.

It seems like part of the problem is how X-13 is handling trading days, which I need to turn on. In X-12, Eviews lets me set the trading day adjustment to occur in the X-11 step, which is giving results that look correct and more or less match my old process. In X-13, there isn't an option for this, and I am getting results that are, well, wonky.

Is there a way to either set the trading day adjustment to happen in the X-11 step when using X-13, or is there a way to get a @force() option in X-12?

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