Replicating Census X13 auto model seasonal adjustment.

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dman
Posts: 15
Joined: Mon Jul 18, 2016 10:50 am

Replicating Census X13 auto model seasonal adjustment.

Postby dman » Tue May 31, 2022 10:44 am

Hello.
How would I replicate an automodel selection outlined here (at ARIMA model Tab section) in Eviews.

It would seem that I'd need to feed the X13 code the following options.

Code: Select all

transform{function=auto}
outlier{}
automdl{maxorder = (2 1) maxdiff = (2 1)}
x11{ save=(d11 d12 d13)


I cannot seem to find a combination of checkmarks in Eviews Seasonal Adjustment menus (or command line inputs) that produces those as x13 inputs.

FRB St. Louis is using those settings for seasonally adjusting some of their series, and we want to stick to that procedure for related data.

Thanks!

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Replicating Census X13 auto model seasonal adjustment.

Postby EViews Gareth » Tue May 31, 2022 1:22 pm

Quick read of the documentation indicates, you want to:
  • Set the Transform tab to Auto (None / Log)
  • Select Additive and Level Shift outliers
  • Use Tramo ARIMA
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dman
Posts: 15
Joined: Mon Jul 18, 2016 10:50 am

Re: Replicating Census X13 auto model seasonal adjustment.

Postby dman » Tue May 31, 2022 3:40 pm

Thanks!
These got me very close.


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