| Developer(s) | U.S. Census Bureau |
|---|---|
| Stable release | 0.3 / June 15, 2007 |
| Repository |  |
| Operating system | Windows, Linux/Unix |
| Type | Statistical software |
| License | Public domain[1][2] |
| Website | X-12-ARIMA release notes |
X-12-ARIMA, successor to X-11,[3] was the U.S. Census Bureau's software package for seasonal adjustment. They were also used by Statistics Canada and in Australia.[4]
X-12-ARIMA can be used together with many statistical packages, such as Gretl or EViews which provides a graphical user interface for X-12-ARIMA, and NumXL which avails X-12-ARIMA functionality in Microsoft Excel.
Notable statistical agencies presently using X-12-ARIMA for seasonal adjustment include Statistics Canada[5] and the U.S. Bureau of Labor Statistics.[6] The Brazilian Institute of Geography and Statistics uses X-13-ARIMA.[7]
X-12-ARIMA was the successor to X-11-ARIMA; the current version is X-13ARIMA-SEATS.[8]
X-13-ARIMA-SEATS's source code can be found on the Census Bureau's website.[9]
See also
- ARIMA
- CSPro
- Seasonality
References
- ^ https://www.census.gov/srd/www/x13as/x13down_unix.html
- ^ https://www.census.gov/srd/www/disclaimer.html
- ^ "Implementation of the X-11 Seasonal Adjustment Method".
- ^ "Time Series Analysis: Seasonal Adjustment Methods". November 14, 2005.
- ^ http://www.statcan.gc.ca/pub/12-539-x/2009001/seasonal-saisonnal-eng.htm
- ^ http://www.bls.gov/cpi/cpisahoma.htm
- ^ ftp://ftp.ibge.gov.br/Contas_Nacionais/Contas_Nacionais_Trimestrais/Ajuste_Sazonal/X13_NasContasTrimestrais.pdf
- ^ https://www.census.gov/srd/www/x13as/
- ^ https://www.census.gov/srd/www/x13as/x13down_unix.html