Catherine Hood Consulting

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

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 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

X-12-ARIMA also has an interface in Windows. This is the best way to run X-12-ARIMA on a PC. I have been using the interface for years without any problems. The latest version (from December 2009) has many new features, including a built-in text editor and some high-resolution graphs. As in earlier versions, there is also a "Spec Wizard" that will help you write spec files for data you would like to run in X-12. The interface program is also available for free on the Census Bureau web site.

For more information on running X-12, please see the following papers (in PDF):

• For running from a command prompt, "Getting Started with X-12-ARIMA (Version 0.3) Using the Command Prompt on Your PC" by Catherine C.H. Hood and Brian Monsell
• For running from the Win X-12 interface, "Getting Started with Win X-12, a Windows interface for X-12-ARIMA Version 0.3" by Catherine C.H. Hood
• For an overview of the diagnostics, "Getting Started with X-12-ARIMA Diagnostics" by Catherine C.H. Hood and Kathleen M. McDonald-Johnson

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SEATS

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 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

TRAMO/SEATS for Windows is a fully intergrated Windows version of TRAMO/SEATS. It has all the options for TRAMO/SEATS and access to all the output, including graphs. I have also been using this program for years, and it makes TRAMO/SEATS very easy to use.

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Trademarks and Copyrights

• TRAMO/SEATS is written by Victor Gomez and Agustin Maravall and is available free of charge from the Bank of Spain web site.
• X-12-ARIMA is a product of the U.S. Census Bureau and is available free of charge.
• Windows Operating System, Microsoft^® Windows, Copyright Microsoft Corporation

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