X-13 - adjusting sigma limits
Posted: Sun Nov 09, 2014 8:25 pm
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!
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!