I would like to include a list of holidays regressors to seasonally adjust some series, but I always get error messages.
What are the specs for Adjust in ARIMA steps, Flow weekday-weekend/leap year effects, and Easter, Labor Day and Thanksgiving/Christmas?
What I am currently trying to do is:
ser0!x.x12(mode=m,filter=msr,save=" d11", x11reg="td easter[8] labor[8] thanks[8]", tf=auto, amdl=f, best, mfile="c:\program files (x86)\eviews 8\x12a.mdl", outlier) ser0!x
But it doesn't recognize the holidays. And also I don't know how to set the option for leap year effect or adjust in ARIMA step (like the dialog box).
trading days effects
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