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This page contains links to the two most widely-use seasonal adjustment programs in the world. Both are available free of charge.

      

Seasonal Adjustment Software

Seasonal adjustment is usually done with an off-the-shelf program. The two most widely-used seasonal adjustment softwares are available for free.

X-12-ARIMA is used at the U.S. Census Bureau for all official seasonal adjustments in the publications. For more information on X-12-ARIMA, please see the questions in the FAQ related to X-12-ARIMA. (Click here to leave this site and go to the U.S. Census Bureau's site for X-12-ARIMA.)

  • X-12-ARIMA from the US Census Bureau. 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

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 leave this site and go to the Bank of Spain's pages for TRAMO/SEATS.)

  • TRAMO/SEATS from the Bank of Spain. 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

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Last update: 10 January 2007