X-12-ARIMA

Last updated
X-12-ARIMA
Developer(s) U.S. Census Bureau
Stable release
0.3 / June 15, 2007;13 years ago (2007-06-15)
Repository OOjs UI icon edit-ltr-progressive.svg
Operating system Windows, Linux/Unix
Type Statistical software
License Public domain [1] [2]
Website X-12-ARIMA release notes

X-12-ARIMA , successor to X-11, [3] was the U.S. Census Bureau's software package for seasonal adjustment. They were also used by Statistics Canada and in Australia. [4]

Contents

X-12-ARIMA can be used together with many statistical packages, such as Gretl or EViews which provides a graphical user interface for X-12-ARIMA, and NumXL which avails X-12-ARIMA functionality in Microsoft Excel.

Notable statistical agencies presently using X-12-ARIMA for seasonal adjustment include Statistics Canada, [5] the U.S. Bureau of Labor Statistics [6] and Census and Statistics Department (Hong Kong). [7] The Brazilian Institute of Geography and Statistics uses X-13-ARIMA. [8]

X-12-ARIMA was the successor to X-11-ARIMA; the current version is X-13ARIMA-SEATS. [9]

X-13-ARIMA-SEATS's source code can be found on the Census Bureau's website. [10]

See also

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References

  1. https://www.census.gov/srd/www/x13as/x13down_unix.html
  2. https://www.census.gov/srd/www/disclaimer.html
  3. "Implementation of the X-11 Seasonal Adjustment Method".
  4. "Time Series Analysis: Seasonal Adjustment Methods". November 14, 2005.
  5. http://www.statcan.gc.ca/pub/12-539-x/2009001/seasonal-saisonnal-eng.htm
  6. http://www.bls.gov/cpi/cpisahoma.htm
  7. https://www.censtatd.gov.hk/hkstat/sub/sc30.jsp
  8. ftp://ftp.ibge.gov.br/Contas_Nacionais/Contas_Nacionais_Trimestrais/Ajuste_Sazonal/X13_NasContasTrimestrais.pdf
  9. https://www.census.gov/srd/www/x13as/
  10. https://www.census.gov/srd/www/x13as/x13down_unix.html