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Seasonal Adjustment [series with positive & negative values]

Posted: Wed May 07, 2014 9:14 am
by etrachan
Hello,
I am having a problem adjusting my data for seasonality.

My time series contain both positive and negative values (e.g. % quarterly budget deficit).
When attempting to perform the Census X-13 seasonal adjustment (using basic auto options) I get an error message:
"ERROR: Multiplicative or log-additive seasonal adjustment cannot be done with a series with zero or negative values. No seasonal adjustment this run."

Any tips to overcome this?

Here is an example of my workfile:
bd.wf1
Quarterly Budget Deficits %
(12.69 KiB) Downloaded 312 times
Thanks in advance!

Re: Seasonal Adjustment [series with positive & negative val

Posted: Wed May 07, 2014 9:34 am
by EViews Glenn
Use additive seasonal adjustment. Pseudo-additive might work as well, I'm not sure how the latter is computed.

Re: Seasonal Adjustment [series with positive & negative val

Posted: Wed May 07, 2014 10:18 am
by etrachan
I will try using only the additive seasonal adjustment method in the relevant menu of the Census X-13 option.
Thank you very much.