The X-12-ARIMA Seasonal Adjustment Program
X-12-ARIMA is the Census Bureau's new seasonal adjustment program.
It provides four types of enhancements to X-11-ARIMA (Statistics Canada):
- Alternative seasonal, trading day, and holiday effect adjustment
capabilities that include adjustments for effects estimated with user-defined
regressors, additional seasonal and trend filter options, and an
alternative seasonal-trend-irregular decomposition.
- New diagnostics of
the quality and stability of the adjustments achieved under the options selected.
- Extensive time series modeling and model selection
capabilities for linear regression models with ARIMA errors, with optional robust estimation of coefficients.
- A new user interface with
features to facilitate processing large numbers of series.
In addition, a SAS®/Graph program has been developed named X-12-Graph that allows users
to generate useful graphical diagnostics from X-12-ARIMA output. It requires no knowledge of SAS®.
Announcements of program updates and other information related to
X-12-ARIMA are distributed through a moderated mailing list called
x12a-announce. To subscribe, access the following URL:
http://lists.census.gov/mailman/listinfo/x12a-announce
- Download X-12-ARIMA (PC)
- Download the PC versions of the X-12-ARIMA (including a version for
Windows XP and recent upgrades to Windows 2000 and Windows NT)
and X-12-Graph programs, as well as program documentation, a set of examples,
and other related files.
Installation instructions are also available.
(last updated: July 26, 2002)
- Download X-12-ARIMA (Unix)
- Download the Unix workstation versions of the X-12-ARIMA and X-12-Graph programs,
as well as program documentation, a set of examples, Fortran source code,
and other related files.
Installation instructions are also available.
(last updated: July 26, 2002)
- Seasonal Adjustment Papers
- Research reports and papers dealing with seasonal adjustment. Abstracts
are available for browsing, with Adobe PDF and PostScript versions of the
papers available for downloading.
(last updated: January 12, 2004)
- Y2K Compliance Statement
- A compliance statement for X-12-ARIMA and X-11 software distributed by the
Census Bureau.
(last updated: October 10, 2000)
Source: U.S. Census Bureau, Statistical Research Divison
Last revised : June 09 2004
Maintained by : Brian C. Monsell brian.c.monsell@census.gov
