Catherine Hood Consulting

Our frequently asked questions are divided into the following categories:


Do you have questions not answered here? Please send suggestions for other questions to "faq" at catherinechhood.net.

Please also see the Seasonal Adjustment Glossary.

Frequently Asked Questions

Definitions and Concepts

  1. What is a time series?
  2. What is seasonal adjustment?
  3. What kind of data do we need for seasonal adjustment?
  4. Why seasonally adjust data?
  5. How much data do I need to get a reasonable adjustment?
  6. What are the components of a time series decomposition?
  7. What effects are removed during seasonal adjustment?
  8. What is a regARIMA model?
  9. How do I generate a seasonally adjusted series?
  10. What are seasonal filters?
  11. What are trend filters?
  12. Why do the seasonal factors change when new data is added?
  13. How do I choose between additive and a multiplicative models?
  14. What is an indirect (or a direct) adjustment? Why would I need one?


Information on X-12-ARIMA

  1. What is X-12-ARIMA?
  2. How do I get a copy of X-12-ARIMA?
  3. How do I run X-12-ARIMA?
  4. How do I find what I need from the output file?
  5. How do I save output into Excel?
  6. How does X-12-ARIMA estimate the trend and seasonal components?
  7. How does X-12-ARIMA estimate the trading day and moving holiday components?
  8. What seasonal filters are available in X-12-ARIMA?
  9. What trend filters are available in X-12-ARIMA?
  10. How does X-12-ARIMA handle extreme values or outliers?
  11. What if I have a holiday not included in X-12-ARIMA?
  12. How do I process a large number of series?
  13. How do I get X-12-ARIMA to calculate an adjustment for the total of my series?
  14. How do I get updates and/or more information on X-12-ARIMA?
  15. Is there training available?
  16. How do I get started? How do I write all the input files I need? How do I find out about the diagnostics?
  17. Can I run X-12-ARIMA from Excel?
  18. When will X-13 be available and what will it be like?


Information on SEATS

  1. What is TRAMO/SEATS?
  2. How do I get a copy of TRAMO/SEATS?
  3. How do I run TRAMO/SEATS?
  4. Can I run TRAMO/SEATS from Excel?
  5. How does TRAMO/SEATS estimate the trend and seasonal components?
  6. How does TRAMO/SEATS estimate the trading day and moving holiday components?
  7. How does TRAMO/SEATS handle outliers?
  8. How do I get more information? Is there training available?
  9. How do I get started?


Diagnostics-Related Questions

  1. What are the features of a quality seasonal adjustment?
  2. What diagnostics are available in X-12-ARIMA to help us judge the quality of the adjustment?
  3. What do I do if the diagnostics fail?
  4. How do I "fix" failing M diagnostics?
  5. How much data do I need to get diagnostics information from X-12-ARIMA?


Trouble-Shooting

  1. What do I do if I can't get X-12-ARIMA to run?
  2. Will X-12-ARIMA run in Windows Vista?
  3. What do I do if I click on a spec file and I get an error about Microsoft PKCS #7 Certificates files?



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Page design by David Joyce at Exit 42 Design
FAQ written by Catherine C.H. Hood
with help from Lynn Imel, Kathy McDonald-Johnson, David Findley, Brian Monsell, and James Ashley
Copyright 2006-2010
Last modified: 27 February 2008