The Genhol program creates holiday regressors using the same procedure as X-13ARIMA-SEATS uses to create regressors for the U. S. holidays of Easter and Labor Day. Separate regressors can be generated for effects in intervals before and after the holiday, as well as an intermediate effect around the holiday. More than one holiday can be specified, and the user can center these regressors using either their overall means or their calendar-month means (calendar-quarter means in the case of regressors for modeling quarterly data or calendar-bimonthly means in the case of regressors for modeling bimonthly data).

Win Genhol serves as an interface to the Genhol utility. The stand alone version of Genhol is also available from this website, but must be run from a command window.

X-13ARIMA-SEATS commands can be generated to allow the user to easily use these regressors in a regARIMA model for an X-13ARIMA-SEATS run. For more details on specific options for user-defined regressors, go to the section on the regression spec in the X-13ARIMA-SEATS Reference Manual.

Holiday effects for flow and stock time series can be generated with this software.

Files for the Easter holiday is available from this website in the download section below. For holidays whose dates are not available, the user must supply an ASCII (text) file of dates.

System requirements for the Win Genhol program, as well as installation instructions, can be found in the Win Genhol documentation, available on this website.

This update fixes a problem with creating stock regressors in Genhol and with running Win Genhol in Windows 10.