Seasonally adjusted adaptation

For questions regarding programming in the EViews programming language.

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joaopaulocaetano
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Joined: Tue Nov 17, 2009 6:35 pm

Seasonally adjusted adaptation

Postby joaopaulocaetano » Wed Dec 02, 2015 8:28 am

Good afternoon. Whereas the seasonal adjustment package Eviews (X-12 / X-13) is observed that the calendar effects, which can be added to a time series are related to the dates of the United States and Canada. Obviously if I do a seasonally adjusted and considering these effects, the adjusted series does not necessarily correspond to the reality of a country other than the United States or Canada. In this sense, I wonder if there is any way to insert, in the seasonal adjustment process, dates and holidays related to my country? Is there any type of programming where the Eviews recognizes dates and local holidays, which differ from the standard program? And if there is, how to accomplish this?
Thank you all.

EViews Gareth
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Re: Seasonally adjusted adaptation

Postby EViews Gareth » Wed Dec 02, 2015 9:19 am

X-13 and Tramo/Seats both allow for arbitrary holiday series. Refer to the documentation on both for instructions on using holiday series.

The @holiday function can be useful for building holiday series.

joaopaulocaetano
Posts: 12
Joined: Tue Nov 17, 2009 6:35 pm

Re: Seasonally adjusted adaptation

Postby joaopaulocaetano » Wed Dec 02, 2015 9:54 am

It is exactly what I'm needing help. I checked the reference manual, but I need help to demonstrate, within the Eviews, how do I enter these holidays specifications. I've tried, but I could not make the inclusion of the information I need to adjust my series.

EViews Gareth
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Re: Seasonally adjusted adaptation

Postby EViews Gareth » Wed Dec 02, 2015 10:42 am

We don't offer much support for either Tramo/Seats or X-13 (since we did not write either). But, for X-13, I think it is just a user-defined regressor.

trubador
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Re: Seasonally adjusted adaptation

Postby trubador » Thu Dec 10, 2015 5:10 am

Gareth is right. You need to control effect of various other calendar effects before conducting the seasonal adjustment. This is usually carried out simply by adding regressors to the original equation.

joaopaulocaetano
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Joined: Tue Nov 17, 2009 6:35 pm

Re: Seasonally adjusted adaptation

Postby joaopaulocaetano » Fri Dec 11, 2015 9:57 am

I understood. I'll try to make as you sugestion. Tank you very much.


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