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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
[email protected]
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 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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