x13 with no seasonal adj after tramo

For notifying us of what you believe are bugs or errors in EViews.
Please ensure your copy of EViews is up-to-date before posting.

Moderators: EViews Gareth, EViews Moderator

cgalindito
Posts: 4
Joined: Mon Jun 24, 2013 10:04 am

x13 with no seasonal adj after tramo

Postby cgalindito » Tue Dec 06, 2016 11:16 am

Hi...

Using x13 .. on Eviews 9.5.

Within the GUI it is indeed possible to use the dialogs to (say) perform: a) model selection via tramo, with b) a user regressor AND c) have *NO seasonal adjustment* performed...However, it is NOT possible to replicate the correct specs via command line.

Although not documented in your help files, it looks like the following should work...

Code: Select all

i001.x13(arima, smpl="2009M12 2016M09")  @tramo(maxdiff="(2,1)", maxorder="(2,1)") @reg(userregs="gp1", aictest="user")


But it actually does not work....*because the following is automatically (wrongly) appended to the x13 spec text file*

Code: Select all

x11{
   save = (d11)
}


In other words, the entire spec generated by the code will render:


series{
2. title = "I001"
3. start = 2009.12
4. modelspan = (2009.12, 2016.09)
5. name = "I001"
6. file = "C:\Users\xxx\AppData\ev_temp\EVX13TMP.DAT"
7. decimals = 1
8. }
9. automdl{
10. maxdiff = (2 1)
11. maxorder = (2,1)
12. mixed = yes
13. fcstlim = 15
14. ljungboxlimit = 0.95
15. checkmu = yes
16. acceptdefault = no
17. }
18. regression{
19. user = (gp1)
20. file = "C:\Users\xxx\AppData\ev_temp\EVX13TMP.VAR"
21. format = "datevalue"
22. aictest = (user)
23. }
...
28. x11{
29. save = (d11)
30. }



And clearly, lines 28 onwards are wrong.

Could you please advise a workaround to perform the desired action (in a nutshell, no seasonal adjustment after tramo) ?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11412
Joined: Tue Sep 16, 2008 5:38 pm

Re: x13 with no seasonal adj after tramo

Postby EViews Gareth » Tue Dec 06, 2016 11:46 am

There is an undocumented option "noseas" that tells X-13 to not do seasonal adjustment.

Currently it doesn't quite work though since even with that option, EViews tries to read the D11 series back in. We'll get that issue fixed.
Follow us on Twitter @IHSEViews

cgalindito
Posts: 4
Joined: Mon Jun 24, 2013 10:04 am

Re: x13 with no seasonal adj after tramo

Postby cgalindito » Tue Dec 06, 2016 11:50 am

Thank you Gareth.
Looking forward to the fix..
In the meantime... is it possible to feed a correct x13 spec file into eviews, in any other way?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11412
Joined: Tue Sep 16, 2008 5:38 pm

Re: x13 with no seasonal adj after tramo

Postby EViews Gareth » Tue Dec 06, 2016 11:51 am

What are you trying to do? What's the end goal?
Follow us on Twitter @IHSEViews

cgalindito
Posts: 4
Joined: Mon Jun 24, 2013 10:04 am

Re: x13 with no seasonal adj after tramo

Postby cgalindito » Tue Dec 06, 2016 12:01 pm

Thank you Gareth.
The goal is not seasonal adjustment. I could fetch the output series that I may be interested on (for example accessing certain types of outliers) directly from the text output of x13.. without having to have eviews trying to retrieve automatically a particular series (e.g, d11)....d11 is by construction not needed/generated in this context.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11412
Joined: Tue Sep 16, 2008 5:38 pm

Re: x13 with no seasonal adj after tramo

Postby EViews Gareth » Tue Dec 06, 2016 12:28 pm

You're probably out of luck then.
Follow us on Twitter @IHSEViews


Return to “Bug Reports”

Who is online

Users browsing this forum: No registered users and 3 guests