Jewish Calendar Holidays Seasonal Adj.
Posted: Fri Dec 18, 2009 8:47 am
Hi I am trying to seasonally adj. data in eviews using X12-ARIMA and in the help it show only that i can choose...
"The Regressors option allows you to include prespecified sets of exogenous regressors in your ARIMA model. Simply use the checkboxes to specify a constant term and/or (centered) seasonal dummy variables. Additional predefined regressors to capture trading day and/or holiday effects may be specified using the Trading Day/Holiday tab. You can also use the
Outlier tab to capture outlier effects."
i do not want to adj. the data with the default holidays but give a new exogenous regressor that i made to adj. for jewish holidays
is this possible, if so then how?
thank you
yoni
"The Regressors option allows you to include prespecified sets of exogenous regressors in your ARIMA model. Simply use the checkboxes to specify a constant term and/or (centered) seasonal dummy variables. Additional predefined regressors to capture trading day and/or holiday effects may be specified using the Trading Day/Holiday tab. You can also use the
Outlier tab to capture outlier effects."
i do not want to adj. the data with the default holidays but give a new exogenous regressor that i made to adj. for jewish holidays
is this possible, if so then how?
thank you
yoni