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Update on the Development of X-13ARIMA-SEATS
Update on the Development of X-13ARIMA-SEATS
Abstract
This paper provides an update to Monsell (2007) to give details of new features found in the current prototype of X-13ARIMA-SEATS, a seasonal adjustment program that allows the user to produce either an X-11 or a SEATS seasonal adjustment. These features include expanded options for generating spectral diagnostics, improved model-based seasonal adjustment diagnostics, an AICC based test for length of month regressors, a new regressor for end-of-month stock Easter based on Findley (2009), a technique for specifying groupings for user defined holiday regressors, and a new regression testing procedure based on the chi-square statistic for determining if regression groups should be included in the regARIMA model.
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Page Last Revised - October 8, 2021
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