Seasonality Adjustment of Missing Values

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

bulker
Posts: 1
Joined: Sat Dec 16, 2023 12:15 am

Seasonality Adjustment of Missing Values

Postby bulker » Sun Dec 17, 2023 1:26 am

Hello,

I am working on tourism data (tourism income and tourism arrivals) and the seasonality is very high as expected. I would like to apply Census X-13 method for the seasonality adjustment; however, all datasets have 0 (zero) value for 2020M04 and 2020M05 observations due to Covid-19 restrictions.

How can I solve this problem? Is it okay if I only put “1” for these missing values then apply Census X-13? Or do you recommend a better option?

I appreciate your help.

random_user
Posts: 17
Joined: Wed Jun 23, 2021 1:48 pm

Re: Seasonality Adjustment of Missing Values

Postby random_user » Mon Dec 18, 2023 9:40 am

Well, one idea: in X-13, you can switch the model estimation method to "additive" rather than multiplicative. Then, values of zero won't be a problem (NAs are still an issue). The downside is that you may get a negative value in 2020m4 and 2020m5, but then you could overwrite that to zero.


Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 19 guests