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iMetrica-uSimX13: A Graphical User-Interfaced Time Series Modeling and Simulation Environment Featuring X-13ARIMA-SEATS
iMetrica-uSimX13: A Graphical User-Interfaced Time Series Modeling and Simulation Environment Featuring X-13ARIMA-SEATS
Abstract
The uSimX13 module for the iMetrica software is a graphical user-interfaced time series modeling and simulation environment that features computational modeling routines from the X-13ARIMA-SEATS (X-13A-S) software published by the US Census Bureau. The uSimX13 environment offers a unique time series modeling software with the primary goal of analyzing economic time series data using the most commonly used features of X-13ARIMA-SEATS. The environment provides a large array of classical and modern goodness-of-fit tests to assess different model fits of the data, many different graphical representations of the time series data, adaptive time series decomposition capabilities, and much more all while being accessible to both beginners in the field of econometrics wanting to visualize frequently used tools, and practitioners wanting to obtain forecasts, seasonal/trend adjustments, and/or test and apply regression components to their data. This paper gives an in-depth overview of many of the modeling features of the uSimX13 software environment.
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This research looks into the effect of forecast extension on the overall seasonal adjustment filter.
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Page Last Revised - October 8, 2021
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