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The Stata Journal
Volume 12 Number 2: pp. 214-241

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

Qunyong Wang
Institute of Statistics and Econometrics
Nankai University
Tianjin, China
Na Wu
School of Economics
Tianjin University of Finance and Economics
Tianjin, China
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.
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View all articles with these keywords: sax12, sax12diag, sax12im, sax12del, seasonal adjustment, mboxX-12-ARIMA, menu-driven

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