Seasonal adjustment with national calendar
Moderators: EViews Gareth, EViews Moderator
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nizinamazowiecka
- Posts: 14
- Joined: Wed Feb 06, 2013 4:39 pm
Seasonal adjustment with national calendar
Is it possible to seasonally adjust a time series in Eviews but using the national calendar (i.e. specific number of working days, specific national holidays)?
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EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13585
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Seasonal adjustment with national calendar
The EViews implementation of X-13 allows you to assign a workfile series as a user-variable in the X-13 pre-adjustment regression. You can create at calendar variable similar to those built in to X-13, but supporting you specific calendar.
Recommend reading the X-13 documentation to see how they define their built in calendar variables, then you can copy the idea to your own series, and add that.
Recommend reading the X-13 documentation to see how they define their built in calendar variables, then you can copy the idea to your own series, and add that.
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uyanikcaner
- Posts: 22
- Joined: Sat Dec 05, 2020 8:31 am
Re: Seasonal adjustment with national calendar
After Eviews 14 has been released, I have moved to Jdemetra+ for seasonal adjustment. However, I am no longer able to reach the original series by multiplying the seasonally adjusted series (_d11) and the seasonal factors (_d10). I was able to get the original series with the same mathematical operation when using Eviews 13 and X-13. I am also able to reach the original series when using the JDemetra+ application. What is the problem here? Is it an Eviews bug or am I doing it wrong? (Seasonal factors are not additive, they are multiplicative. Although I pay attention to this, it is not working. In addition, calendar effects factors cannot be obtained, will you release any patches for fixing this and adding TRAMO/SEATS procedure in JDemetra+?)
Also, users should have a choice on deciding whether they will be additive or multiplicative seasonal and calendar factors.
Also, users should have a choice on deciding whether they will be additive or multiplicative seasonal and calendar factors.
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EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13585
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Seasonal adjustment with national calendar
Could you email support@eviews.com with a list of things you'd like added/changed, with some examples?
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uyanikcaner
- Posts: 22
- Joined: Sat Dec 05, 2020 8:31 am
Re: Seasonal adjustment with national calendar
Is there any option for checking whether calender effects are statistically meaningful or not while using JDemetra+ on Eviews?
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