X-12-ARIMA

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]

X-12-ARIMA
Developer(s)U.S. Census Bureau
Stable release
0.3 / June 15, 2007 (2007-06-15)
Repository
Operating systemWindows, Linux/Unix
TypeStatistical software
LicensePublic domain[1][2]
WebsiteX-12-ARIMA release notes

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] and the U.S. Bureau of Labor Statistics.[6] The Brazilian Institute of Geography and Statistics uses X-13-ARIMA.[7]

X-12-ARIMA was the successor to X-11-ARIMA; the current version is X-13ARIMA-SEATS.[8]

X-13-ARIMA-SEATS's source code can be found on the Census Bureau's website.[9]

See also

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. ftp://ftp.ibge.gov.br/Contas_Nacionais/Contas_Nacionais_Trimestrais/Ajuste_Sazonal/X13_NasContasTrimestrais.pdf
  8. https://www.census.gov/srd/www/x13as/
  9. https://www.census.gov/srd/www/x13as/x13down_unix.html
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