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

Qunyong Wang () and Na Wu
Additional contact information
Qunyong Wang: Nankai University, Tianjin, China
Na Wu: Tianjin University of Finance and Economics, Tianjin, China

Stata Journal, 2012, vol. 12, issue 2, 214–241

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 menudriven 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. Copyright 2012 by StataCorp LP.

Keywords: sax12; sax12diag; sax12im; sax12del; seasonal adjustment; X-12-ARIMA; menu-driven (search for similar items in EconPapers)
Date: 2012
Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj12-2/st0255/
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://www.stata-journal.com/article.html?article=st0255 link to article purchase

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tsj:stataj:v:12:y:2012:i:2:p:214-241

Ordering information: This journal article can be ordered from
http://www.stata-journal.com/subscription.html

Access Statistics for this article

Stata Journal is currently edited by Nicholas J. Cox and Stephen P. Jenkins

More articles in Stata Journal from StataCorp LLC
Bibliographic data for series maintained by Christopher F. Baum () and Lisa Gilmore ().