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X13 force spec

Posted: Fri Jun 01, 2018 1:58 pm
by BretBertolin
I would like to use the "force" spec in command mode. Here is what I have done manually with the series enuus00030010:
Proc-Seasonal Adjustment-Census X-13
Under Variables, log transformation
Under ARIMA Model, Model, Manual, (0, 1, 1)(0, 1, 1)
Under Seasonal Adjustment, Force, Force yearly totals of the seasonally adjusted series to those of the original series
I left everything else at its default value.

The X13 seems to run fine, however, when I move to the "capture" tab, I see:
enuus00030010.x13(save="d11 saa", tf=log, arimasmpl="2001Q1 2017Q4") @arima(model="(0, 1, 1)(0, 1, 1)") @x11() @force()
Copying this to the command tab and running produces the following error:
Line 17: save = (D11 SAA)
^
ERROR: Save argument is not defined.
Check the available table names for this spec.




******Input Spec File******

1. series{
2. title = "ENUUS00030010"
3. start = 2001.1
4. period = 4
5. modelspan = (2001.01, 2017.04)
6. name = "ENUUS00030010"
7. file = "c:\users\bpbts104\appdata\ev_temp\EVX13TMP.DAT"
8. decimals = 1
9. }
10. transform{
11. power = 0
12. }
13. arima{
14. model = (0, 1, 1)(0, 1, 1)
15. }
16. x11{
17. save = (D11 SAA)
18. }
19. force{
20. type = denton
21. save = (saa)
22. }

It looks like it is putting the SAA table, which is the forced series, in the X11 spec as well as the force spec. It belongs in the force spec.

if I remove "saa" from
enuus00030010.x13(save="d11 saa", tf=log, arimasmpl="2001Q1 2017Q4") @arima(model="(0, 1, 1)(0, 1, 1)") @x11() @force()
and run
enuus00030010.x13(save="d11", tf=log, arimasmpl="2001Q1 2017Q4") @arima(model="(0, 1, 1)(0, 1, 1)") @x11() @force()
it works however it saves saa even though I did not ask for it. It turns out I want saa, but it seems to me that it should be a force spec option, like "type =denton."

Page 94 of the "X-13ARIMA-SEATS Reference Manual" has the discussion of the force spec.

Re: X13 force spec

Posted: Fri Jun 08, 2018 7:51 am
by EViews Gareth
Will be fixed in next patch. Note that using FORCE will always produce the SAA series.

Re: X13 force spec

Posted: Mon Jun 11, 2018 8:41 am
by BretBertolin
Thanks.