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X12 -- extending seasonal factors

Posted: Fri Oct 03, 2014 10:44 am
by meganeviews
Hello,

I have a question about using X-12 (eviews 7 and earlier) to extend seasonal factors.

The eviews manual states that including "f" as an option will forecast seasonal factors out by a year -- but when I include it in the command line -- for instance,

sample.x12(f) sample -- the seasonal factors are not extended.

Separately, how can I include an adjustment for labor day in the X-11 step into this command line?

Many thanks,
Megan

Re: X12 -- extending seasonal factors

Posted: Fri Oct 03, 2014 11:47 am
by EViews Gareth
They're only extended if you tell EViews to save them.

Code: Select all

create m 1990 2020 smpl 1990 2014 series y=rnd y.x12(f, save=d10) y

Re: X12 -- extending seasonal factors

Posted: Fri Oct 03, 2014 1:38 pm
by meganeviews
Great; many thanks!