x13as

seasonal adjustment software for modeling time series

Description

X-13ARIMA-SEATS is a seasonal adjustment software produced, distributed, and maintained by the Census Bureau, U.S. Department of Commerce.

Features include:
 - Extensive time series modeling and model selection capabilities for linear
   regression models with ARIMA errors (regARIMA models);
 - The capability to generate ARIMA model-based seasonal adjustment using a
   version of the SEATS procedure originally developed by Victor Gómez and
   Agustín Maravall at the Bank of Spain as well as nonparametric adjustments
   from the X-11 procedure;
 - Diagnostics of the quality and stability of the adjustments achieved under
   the options selected;
 - The ability to efficiently process many series at once.

This package ships the version of the program that creates ASCII text file output.

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Homepage

https://www.census.gov/srd/www/x13as/


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