Using Census Bureau's X12 ARIMA within EViews
Posted: Thu Jul 25, 2013 9:38 am
by kjd31
How do I seasonally adjust my data in the same fashion the US Census Bureau does using X12-ARIMA within EViews?
Thanks in advance.
Re: Using Census Bureau's X12 ARIMA within EViews
Posted: Thu Jul 25, 2013 9:53 am
by EViews Gareth
Open the series, click on Proc->Seasonal Adjustment->X12.
Of course you're better off using X13. Here's a demo of how to do that:
http://www.eviews.com/EViews8/ev8ecx13_n.html
Re: Using Census Bureau's X12 ARIMA within EViews
Posted: Fri Mar 07, 2014 5:31 am
by bvguizar
Hello, I have tried to use Census X13 and I get the following error:
NOTE: Unable to test AO2010.Jan due to regression matrix singularity.
The effect of this outlier is already accounted for by other regressors
(usually user-specified or previously identified outliers).
***********************************************************************
ERROR: Estimation failed to converge -- maximum iterations reached.
Rerun program trying one of the following:
(1) Allow more iterations (set a larger value of maxiter).
(2) Try a different model.
See Section 5 of the X-13ARIMA-SEATS Reference Manual for more discussion.
***********************************************************************
******Input Spec File******
1. series{
2. title = "QBR"
3. start = 2002.1
4. modelspan = (2002.01, 2013.12)
5. name = "QBR"
6. file = "C:\Users\bvgm500\AppData\ev_temp\EVX13TMP.DAT"
7. decimals = 1
8. }
9. outlier{
10. types = (all)
11. span = (2002.Jan , 2013.Dec)
12. }
13. automdl{
14. maxdiff = (2,1)
15. maxorder = (2,1)
16. mixed = yes
17. fcstlim = 15
18. ljungboxlimit = 0.95
19. checkmu = yes
20. acceptdefault = no
21. }
22. seats{
23. appendfcst = yes
24. save = (s12 s10 s13 s11 sfd afd)
25. }
Where can I go from here? I need to seasonally adjust my data. Please help