EViews.com

Hi!

I've been used to seasonal adjustment with x12 in EViews. Usually I have my own .spc file to implement multiplicative (with log transform) adjustments with some moving holidays (eg. Carnival in Brazil).

The problem is the additive adjustment. I think (I really think) there's some problem to additive adjustment when we input a spc file (eg. of command: ser01.x12(sfile="c:\exemple.spc",save="d11 d12")).

EV returns me the message that 'multiplicative only with non-zero/negative data'. But the .spc file contains an additive spec. Moreover, when I do it by buttons, I can implement with no problems additive adjustment (to series with negative values, for instance).

Tks in advance.

Fabio

Could you post your .spc file?

The X12 .spc generated by EViews 'buttons', followed by my .spc one (and used by command line 'series.x12'). The differences between the two ones are small, but u can try only the first one in a command mode and u'll get the same error message. If u prefer, I can send u the data in a xls format. Tks in advance, Fabio

PS. I tried it in two different EViews. The version 5.1 with my co-worker's PC and at mine's one (EV 6). The command usually applied is: 'ser01.x12(sfile="C:\teste.spc",save="d11 d12")' or something like that. In fact, everything works ok for only positive data in 'mult' mode.

---

series{
title = "SER01"
start = 1985.1
name = "SER01"
file = "C:\EV_TEMP\EVX12TMP.DAT"
}
automdl{
file="c:\x12a.mdl"
method=best
identify=all
}
x11{
mode = add
sigmalim = (1.5,2.5)
print = ( +ftestd8 +residualseasf +x11diag +qstat +specsa +specirr)
save = ( D10 D11 D12 D13)
savelog = (q,q2,fb1,fd8,msf)
}

------------------------------------------

transform {function=none}

automdl {
file="c:\x12a.mdl"
method=best
identify=all
}

outliers {types=all}

x11 {
mode=add
save = ( D10 D11 D12 D13)
}

Could you try it after installing the latest patch?

http://eviews.com/download/download.html

Tks, but it doesn't work. I tried the same routine (additive) to the series in the form 'series ser02=(ser01^2)^(1/2)' and it works. The problem is the negative numbers in a programmed way.

Tks. Fabio

try adding mode=a to the EViews command:

ser01.x12(mode=a, sfile="C:\teste.spc",save="d11 d12")

Great, Gareth. Now it's working. So, the 'mode=a' is only necessary for additive adjustments cause de multiplicative one (or log-additive) is the default?

Tks for the really fast fix.

Fabio