Menu-driven X-12-ARIMA seasonal adjustment in Stata
Qunyong Wang
Institute of Statistics and Econometrics
Nankai University
Tianjin, China
[email protected]
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Na Wu
School of Economics
Tianjin University of Finance and Economics
Tianjin, China
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Abstract. 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.
View all articles by these authors:
Qunyong Wang, Na Wu
View all articles with these keywords:
sax12, sax12diag, sax12im, sax12del, seasonal adjustment, mboxX-12-ARIMA, menu-driven
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