.X12 seasonal adjustment function
Posted: Tue Jun 07, 2011 5:07 pm
Hi,
I don't know how this .X12 seasonal adjustment works. Basically, in implementation, 1. does it matter if the data frequency is quarterly or mothly or annual? do I have to have a series to indicate its frequency?
2. if I have a 10*100 matrix, with each of the 10 rows representing a region and 100 quarterly time series in 100 collumns. Can I use .X12 function to let it do seasonal adjustment for each row? if how does it detect the time frequency if it's a matrix but not series? Or I have to transpose the matrix into series with 1000 rows and one collumn for the time series and another collumn to indicate its frequency (2010Q1 pattern) before using the .X12 function?
thanks!
I don't know how this .X12 seasonal adjustment works. Basically, in implementation, 1. does it matter if the data frequency is quarterly or mothly or annual? do I have to have a series to indicate its frequency?
2. if I have a 10*100 matrix, with each of the 10 rows representing a region and 100 quarterly time series in 100 collumns. Can I use .X12 function to let it do seasonal adjustment for each row? if how does it detect the time frequency if it's a matrix but not series? Or I have to transpose the matrix into series with 1000 rows and one collumn for the time series and another collumn to indicate its frequency (2010Q1 pattern) before using the .X12 function?
thanks!