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.

In the gretl GUI, you can call for an X-12-ARIMA analysis of a quarterly or monthly time series. The seasonal, trend/cycle and irregular components can be graped and/or saved to the dataset.

In gretl's

`arma`command there is an option to use X-12-ARIMA. (The default is to use native gretl code.)In current gretl CVS there is a function,

`deseas`, which can be used to produce a seasonally adjusted series via X-12-ARIMA.

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".

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.

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

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.