X-13ARIMA-SEATS Seasonal Adjustment Program

X-12-ARIMA is the widely used seasonal adjustment software produced, distributed, and maintained by the Census Bureau.

Features include:

• Extensive time series modeling and model selection capabilities for linear regression models with ARIMA errors (regARIMA models);
• Many seasonal and trend filter options;
• Diagnostics of the quality and stability of the adjustments achieved under the options selected;
• The ability to efficiently process many series at once.

The Census Bureau is in the final stages of transitioning from using X-12-ARIMA to X-13ARIMA-SEATS, with most groups within the Census Bureau producing seasonal adjustments with X-13ARIMA-SEATS rather than X-12-ARIMA.

There are distributions of X-12-ARIMA for Windows^® PC and Linux/Unix platforms. For Windows systems, the Census Bureau's Win X-12 interface program is recommended, but it is also possible to execute the program using command line input.

In addition, a SAS^®/Graph program named X-12-Graph is available that allows users to generate useful graphical diagnostics from X-12-ARIMA (and X-13ARIMA-SEATS) output. It requires no knowledge of SAS^®, and can generate more types of graphs than Win X-12.

• Version 2.0 of X-13-Graph Batch was released on August 16, 2012.
• Version 1.0 of X-13-Graph Java was released on August 16, 2012.
• Papers were added to the Seasonal Adjustment Papers website on July 16, 2012.
• Updated versions of two software packages were released on July 16, 2012:
  • PC and Linux/Unix versions of the latest version of X-13ARIMA-SEATS (Build 149 of Version 1.0);
  • Version 2.0 of Win X-13, the windows interface to X-13ARIMA-SEATS;
• Papers were added to the Seasonal Adjustment Papers website on June 26, 2012.
• Version 1.6 of X-12-Graph Batch was released on March 10, 2011.
• Version 1.0 of X-12-Graph Java was released on March 10, 2011.
• Updated versions of three software packages were released on March 4, 2011:
  • PC and Linux/Unix versions of the latest version of X-12-ARIMA (Build 192 of Version 0.3);
  • Version 2.0 of Win X-12, the windows interface to X-12-ARIMA;
  • Genhol, a utility which generates user-defined regressors for moving holidays.
• Papers were added to the Seasonal Adjustment Papers website on October 28, 2010.
• The X-12-ARIMA Website had a facelift on March 31, 2010. More information is available on this site.