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) ?