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Creating Seasonal Factor for multiple variables at once
Posted: Fri Aug 02, 2013 11:30 am
by meganmao
I'm trying to create a seasonal factor for multiple variables in one sweep. How can I do this?
Re: Creating Seasonal Factor for multiple variables at once
Posted: Fri Aug 02, 2013 11:31 am
by EViews Gareth
Could you be more specific?
Re: Creating Seasonal Factor for multiple variables at once
Posted: Fri Aug 02, 2013 11:39 am
by meganmao
Right. My bad!
So I have production data that is seasonal. I open the variable, go to Proc>Seasonal Adjustment>Census X12
My options are the following:
X11 Method: Multiplicative
Trend Filter (Henderson): Auto (X12 default)
Seasonal Filter: Auto (X12 default)
Component Series to Save
[checked] Final seasonal factors (_SF)
I want to do this for all the variables I have in one sweep
Re: Creating Seasonal Factor for multiple variables at once
Posted: Fri Aug 02, 2013 11:59 am
by EViews Gareth
You'll have to write a program to do it.
Re: Creating Seasonal Factor for multiple variables at once
Posted: Fri Aug 02, 2013 12:05 pm
by meganmao
How can I get started? I'm new to e-views programming but I've had programming experience in other statistical software.
I just can't find any code to look at that reflects the seasonal factor option. Or should I program based off the formula used to calculate the seasonal factor?
Re: Creating Seasonal Factor for multiple variables at once
Posted: Fri Aug 02, 2013 12:40 pm
by EViews Gareth
Look up the FOR loop in the Command and Programming reference.
Look up X12 in the SERIES section of the Object Reference.
Re: Creating Seasonal Factor for multiple variables at once
Posted: Sun Aug 17, 2014 8:06 pm
by Infometrics
Hi meganmao, did you work out how to do this? I'm trying to do the same thing.
Re: Creating Seasonal Factor for multiple variables at once
Posted: Wed Aug 27, 2014 6:54 pm
by NicolasR
You can use the GroupX12 add-in.
Re: Creating Seasonal Factor for multiple variables at once
Posted: Mon Sep 15, 2014 1:55 pm
by Infometrics
Thanks Nicolas,
I ended up running the seasonal adjustment manually and copying the command code (at the top of the seasonally adjusted series) into a programme so I can batch process the data into seasonally adjusted series - just if anyone looks this up and wants another option as to how to do this.