X-12-ARIMA
| Developer(s) | U.S. Census Bureau |
|---|---|
| Stable release |
0.3
/ June 15, 2007 |
| Operating system | Windows, Linux/Unix |
| Type | Statistical software |
| License | Public domain[1][2] |
| Website | X-12-ARIMA |
X-12-ARIMA was the U.S. Census Bureau's software package for seasonal adjustment.
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[3] and the U.S. Bureau of Labor Statistics.[4] The Brazilian Institute of Geography and Statistics uses X-13-ARIMA.[5]
X-12-ARIMA was the successor to X-11-ARIMA; the current version is X-13ARIMA-SEATS.[6]
Both X-12-ARIMA and X-13-ARIMA-SEATS's source code can be found on the Census Bureau's website.[7][8]
See also
References
- ↑ https://www.census.gov/srd/www/x13as/x13down_unix.html
- ↑ https://www.census.gov/srd/www/disclaimer.html
- ↑ http://www.statcan.gc.ca/pub/12-539-x/2009001/seasonal-saisonnal-eng.htm
- ↑ http://www.bls.gov/cpi/cpisahoma.htm
- ↑ ftp://ftp.ibge.gov.br/Contas_Nacionais/Contas_Nacionais_Trimestrais/Ajuste_Sazonal/X13_NasContasTrimestrais.pdf
- ↑ http://www.census.gov/srd/www/x13as/
- ↑ http://www.census.gov/srd/www/x12a/x12downv03_unix.html
- ↑ http://www.census.gov/srd/www/x13as/x13down_unix.html
External links
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