Catherine Hood Consulting

Seasonal Adjustment Software

Seasonal adjustment is usually done with an off-the-shelf program. The U.S. Census Bureau has now released X-13ARIMA-SEATS, a program that combines the two most widely-used seasonal adjustment methods in the world: the non-parametric X-11/X-12-type adjustments and ARIMA-model-based seasonal adjustments using a version of the SEATS procedure. TRAMO/SEATS was originally developed by Agustin Maravall at the Bank of Spain. All programs below are available for free.

X-13ARIMA-SEATS

X-13ARIMA-SEATS is a seasonal adjustment software produced, distributed, and maintained by the Census Bureau. It combines the seasonal adjustment capabilities of X-12-ARIMA and TRAMO/SEATS. X-13 is now used at the U.S. Census Bureau for all official published seasonal adjustments Click here to open a new browser window for the U.S. Census Bureau's site for X-13ARIMA-SEATS. For more information on X-13ARIMA-SEATS, please see the questions in the FAQ related to X-13ARIMA-SEATS and X-12-ARIMA.

X-13ARIMA-SEATS features:

• All the modeling capabilities and diagnostics found in X-12-ARIMA
• The capability to generate ARIMA-model-based seasonal adjustments using a version of the SEATS procedure originally developed by Agustin Maravall at the Bank of Spain as well as non-parametric adjustments from the X-11 procedure
• The ability to efficiently process many series at once

For Windows systems, we recommend the Census Bureau's Win X-13 interface program. The interface program is also available for free on the Census Bureau web site.

For more information on running X-13, please see the paper "Getting Started with X-13ARIMA-SEATS Input Files" by Brian C. Monsell, Demetra Lytras and David Findley

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X-12-ARIMA

X-12-ARIMA, the forerunner of X-13, is also produced by the Census Bureau. For more information on X-12-ARIMA, please see the questions in the FAQ related to X-12-ARIMA. You can find download instructions here.

X-12-ARIMA features:

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

X-12-ARIMA also has an interface in Windows. This is the best way to run X-12-ARIMA on a PC. The interface program is also available for free on the Census Bureau web site.

For more information on running X-12, please see the following papers (in PDF):

• For running from the Win X-12 interface, "Getting Started with Win X-12, a Windows interface for X-12-ARIMA Version 0.3" by Catherine C.H. Hood
• For an overview of the diagnostics, "Getting Started with X-12-ARIMA Diagnostics" by Catherine C.H. Hood and Kathleen M. McDonald-Johnson

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TRAMO/SEATS

TRAMO/SEATS is used by some statistical offices and banks, primarily in Europe. For more information on TRAMO/SEATS, please see the questions in the FAQ related to SEATS. (Click here to open a new browser window for the Bank of Spain's pages for TRAMO/SEATS.)

TRAMO/SEATS features:

• Extensive time series modeling and model selection capabilities for linear regression models with ARIMA errors (regARIMA models)
• Fully automatic options, including options for running many series at once

TRAMO/SEATS for Windows is a fully intergrated Windows version of TRAMO/SEATS. It has all the options for TRAMO/SEATS and access to all the output, including graphs. I have also been using this program for years, and it makes TRAMO/SEATS very easy to use.

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Trademarks and Copyrights

• TRAMO/SEATS is written by Victor Gomez and Agustin Maravall and is available free of charge from the Bank of Spain web site.
• X-12-ARIMA and X-13ARIMA-SEATS are products of the U.S. Census Bureau and available free of charge.
• Windows Operating System, Microsoft^® Windows, Copyright Microsoft Corporation