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gretl and X-12-ARIMA

X-12-ARIMA is the program currently used by the U.S. Census Bureau for seasonal adjustment. The home page for this program is at www.census.gov. Please look there for documentation and details.

Various packages are available that bundle X-12-ARIMA for use with gretl. See the main gretl page for download details.

Support for X-12-ARIMA has been available since version 1.0.2 of gretl (December 2002) and currently has three aspects.

The following screenshots illustrate the first of these features.

After opening a suitable data set (i.e. containing seasonal time series), select a variable in the gretl main window and pull down the Variable menu. Select "X-12-ARIMA analysis".

Variable menu

You will then see a dialog box which gives you the choice of saving (into the current gretl data set) up to three of the series generated by X-12-ARIMA, namely the seasonally adjusted version of the input series, the estimated trend/cycle component of the series, and the estimated "irregular" component. At this point you can also choose whether or not to display a graph showing these series.

Dialog box

If you choose to display the graph, you should see something like this:

x12a graph

Besides saving output series and displaying the graph, you will also see the full output from the X-12-ARIMA analysis. An excerpt from this is shown below.

x12a output