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Menu-driven X-12-ARIMA seasonal adjustment in Stata

Author

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  • Qunyong Wang

    (Nankai University, Tianjin, China)

  • Na Wu

    (Tianjin University of Finance and Economics, Tianjin, China)

Abstract

The X-12-ARIMA software of the U.S. Census Bureau is one of the most popular methods for seasonal adjustment; the program x12a.exe is widely used around the world. Some software also provides X-12-ARIMA seasonal adjustments by using x12a.exe as a plug-in or externally. In this article, we illustrate a menudriven X-12-ARIMA seasonal-adjustment method in Stata. Specifically, the main utilities include how to specify the input file and run the program, how to make a diagnostics table, how to import data, and how to make graphs. Copyright 2012 by StataCorp LP.

Suggested Citation

  • Qunyong Wang & Na Wu, 2012. "Menu-driven X-12-ARIMA seasonal adjustment in Stata," Stata Journal, StataCorp LP, vol. 12(2), pages 214-241, June.
    • Handle: RePEc:tsj:stataj:v:12:y:2012:i:2:p:214-241
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    References listed on IDEAS

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    1. Nicholas J. Cox, 2006. "Speaking Stata: Graphs for all seasons," Stata Journal, StataCorp LP, vol. 6(3), pages 397-419, September.
    2. Nicholas J. Cox, 2006. "Graphs for all seasons," North American Stata Users' Group Meetings 2006 5, Stata Users Group.
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    Cited by:

    1. Giulia Bettin & Amadou Jallow & Alberto Zazzaro, 2023. "How Do Monthly Remittances Respond to Natural Disasters in Migrants’ Home Countries?," CSEF Working Papers 673, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    2. Jing Ao & Jihui Chen, 2020. "Price Volatility, the Maturity Effect, and Global Oil Prices: Evidence from Chinese Commodity Futures Markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 627-654, October.
    3. van Wijnbergen, Sweder, 2015. "On Zombie Banks and Recessions after Systemic Banking Crises," CEPR Discussion Papers 10963, C.E.P.R. Discussion Papers.
    4. Sweder van Wijnbergen & Timotej Homar, 2013. "Recessions after Systemic Banking Crises: Does it matter how Governments intervene?," Tinbergen Institute Discussion Papers 13-039/VI/DSF54, Tinbergen Institute, revised 21 Nov 2013.

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