Menu-driven X-12-ARIMA seasonal adjustment in Stata

The X-12-ARIMA software of the U.S. Census Bureau is one of the most popular methods for seasonal adjustment; the program x12a.exe is widely used around the world. Some software also provides X-12-ARIMA seasonal adjustments by using x12a.exe as a plug-in or externally. In this article, we illustrate a menu-driven X-12-ARIMA seasonal-adjustment method in Stata. Specifically, the main utilities include how to specify the input file and run the program, how to make a diagnostics table, how to import data, and how to make graphs.


Issue Date:
2012
Publication Type:
Journal Article
DOI and Other Identifiers:
st0255 (Other)
Record Identifier:
http://ageconsearch.umn.edu/record/208003
PURL Identifier:
http://purl.umn.edu/208003
Published in:
Stata Journal, Volume 12, Number 2
Page range:
214-241
Total Pages:
30

Record appears in:



 Record created 2017-04-01, last modified 2018-01-23

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