Creating Seasonal Factor for multiple variables at once

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meganmao
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Creating Seasonal Factor for multiple variables at once

Postby meganmao » Fri Aug 02, 2013 11:30 am

I'm trying to create a seasonal factor for multiple variables in one sweep. How can I do this?
Last edited by meganmao on Fri Aug 02, 2013 11:34 am, edited 1 time in total.

EViews Gareth
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Re: Creating Seasonal Factor for multiple variables at once

Postby EViews Gareth » Fri Aug 02, 2013 11:31 am

Could you be more specific?
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meganmao
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Joined: Thu Aug 01, 2013 10:40 am

Re: Creating Seasonal Factor for multiple variables at once

Postby meganmao » Fri Aug 02, 2013 11:39 am

Right. My bad!

So I have production data that is seasonal. I open the variable, go to Proc>Seasonal Adjustment>Census X12

My options are the following:

X11 Method: Multiplicative
Trend Filter (Henderson): Auto (X12 default)

Seasonal Filter: Auto (X12 default)

Component Series to Save
[checked] Final seasonal factors (_SF)


I want to do this for all the variables I have in one sweep

EViews Gareth
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Re: Creating Seasonal Factor for multiple variables at once

Postby EViews Gareth » Fri Aug 02, 2013 11:59 am

You'll have to write a program to do it.
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meganmao
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Re: Creating Seasonal Factor for multiple variables at once

Postby meganmao » Fri Aug 02, 2013 12:05 pm

How can I get started? I'm new to e-views programming but I've had programming experience in other statistical software.

I just can't find any code to look at that reflects the seasonal factor option. Or should I program based off the formula used to calculate the seasonal factor?

EViews Gareth
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Re: Creating Seasonal Factor for multiple variables at once

Postby EViews Gareth » Fri Aug 02, 2013 12:40 pm

Look up the FOR loop in the Command and Programming reference.

Look up X12 in the SERIES section of the Object Reference.
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Infometrics
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Re: Creating Seasonal Factor for multiple variables at once

Postby Infometrics » Sun Aug 17, 2014 8:06 pm

Hi meganmao, did you work out how to do this? I'm trying to do the same thing.

NicolasR
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Re: Creating Seasonal Factor for multiple variables at once

Postby NicolasR » Wed Aug 27, 2014 6:54 pm

You can use the GroupX12 add-in.

Infometrics
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Re: Creating Seasonal Factor for multiple variables at once

Postby Infometrics » Mon Sep 15, 2014 1:55 pm

Thanks Nicolas,

I ended up running the seasonal adjustment manually and copying the command code (at the top of the seasonally adjusted series) into a programme so I can batch process the data into seasonally adjusted series - just if anyone looks this up and wants another option as to how to do this.


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