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.
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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