x13 with no seasonal adj after tramo

[cgalindito]

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]

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.

[cgalindito]

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]

What are you trying to do? What's the end goal?

[cgalindito]

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]

You're probably out of luck then.