X-13ARIMA-SEATS
| X-13ARIMA-SEATS | |
|---|---|
| Developer(s) | U.S. Census Bureau |
| Stable release | 3.0 (Windows)
/ June 15, 2020 |
| Repository | |
| Operating system | Windows, Linux/Unix |
| Type | Statistical software |
| License | Public domain (in the US; and copyright granted elsewhere) |
| Website | www |
X-13ARIMA-SEATS, successor to X-12-ARIMA and X-11, is a set of statistical methods for seasonal adjustment and other descriptive analysis of time series data that are implemented in the U.S. Census Bureau's software package. These methods are or have been used by Statistics Canada, Australian Bureau of Statistics, and the statistical offices of many other countries.
X-12-ARIMA can be used together with many statistical packages, such as SAS in its econometric and time series (ETS) package, R in its (seasonal) package, Gretl or EViews which provides a graphical user interface for X-12-ARIMA, and NumXL which avails X-12-ARIMA functionality in Microsoft Excel. There is also a version for MATLAB.
Notable statistical agencies presently using X-12-ARIMA for seasonal adjustment include Statistics Canada, the U.S. Bureau of Labor Statistics and Census and Statistics Department (Hong Kong). The Brazilian Institute of Geography and Statistics uses X-13-ARIMA.
X-12-ARIMA was the successor to X-11-ARIMA; the current version is X-13ARIMA-SEATS.
X-13-ARIMA-SEATS's source code can be found on the Census Bureau's website.