X-13 - adjusting sigma limits

[fajdelb]

Until recently I've been using X-12 for seasonally adjustment, with the default (1.5 2.5) sigma limits adjusted to (1.8 2.8 )

e.g. example.x12(sigl=1.8,sigh=2.8,save=" d11",x11reg="td") example_sa

The motivation for this was to replicate what our statistical agency does.

Recently our statistical agency upgraded from X-12 to X-13, but as far as I know is sticking close to its previous settings.

So how do I set the sigma limits to (1.8, 2.8 ) in X-13? For example using X11 settings -

example.X13(save="d11", tf=log, arimasmpl="[...]") @X11ARIMA(amdl=b, mfile="[...]") @REG(regs="td") @X11()

In this case the summary output says that the sigma limits are 1.5, 2.5.

Thanks in advance!

[EViews Gareth]

@X11(x11extra="sigmalim=(1.8, 2.")

[fajdelb]

Thanks - when I do that, it doesn't seem to get recognised, i.e. if I type

example.X13(save="d11", tf=auto, arimasmpl="2003Q3 2014Q2") @X11ARIMA @REG(regs="td") @X11(x11extra="sigmalim=(1.8, 2.")

The series output still says

example.X13(save="D11", tf=auto, arimasmpl="2003Q3 2014Q2") @X11ARIMA(amdl=b, mfile="[...]") @REG(regs="td") @X11()

And the seasonally adjusted estimates are unchanged.

[EViews Gareth]

Ah, there's a bug in EViews handling of cases with both an @x11 term and an @x11arima term. We'll fix it in the next patch.

Until then the only solution is to use a custom spec file.