Census X-13 Outlier Designation

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ProfessorHustle
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Joined: Mon May 03, 2021 11:43 am

Census X-13 Outlier Designation

Postby ProfessorHustle » Tue May 04, 2021 3:00 pm

I am using EViews V11, and my question is about the syntax involving seasonal adjustment using the Census X-13 algorithm. Specifically, I am trying to use a function that is referenced in the following article and following quoted excerpt:

https://libertystreeteconomics.newyorkf ... id-19.html

"Within the X-13 statistical filter, which is used by U.S. agencies for seasonal adjustment, this means that the series will be ignored for the purposes of computing the seasonal factor. X-13 also has some automatic outlier detection, which could mitigate the problem of extreme observations. But this depends on whether the automated procedure detects the outlier. Manually designating the observation as an outlier forces X-13 to exclude the presumed outlier."

This quote mentions a way designate observations as outliers when extracting seasonal factors from a series, and I’d just like to know the exact syntax for implementing that option. At the moment, I'm using this syntax:

seriesname.x13(save="d10 d11", arimasmpl="@all") @x11()

I want to know exactly what to add to this line of code such that seasonal factors for the series will be calculated with the exception of March 2020 - Present as outliers. I’m unable to track this answer down anywhere, so I'd greatly appreciate any help.

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