Returns a unique string to designate the specified X12-ARIMA model.

## Syntax

**X12ARIMA** (**[x]**, **date**, **period**, transform, cal_reg, outliers, arima, forecast, sa_filter, x11options, x11mode)

**[X]**- Required. Is the univariate time series data (a one-dimensional array of cells (e.g., rows or columns)).
**Date**- Required. Is a serial number that represents the data start date.
**Period**- Required. Is the number of observations per one period (e.g., 12 = Annual, 4 = Quarter).
**Transform**- Optional. Is an option for transforming the data prior to analysis (1 = Log, 2 = Auto (default), 3 = None). If missing, auto is assumed.
Value Transform 1 Log. 2 Auto ( **default**).3 None. **Cal_Reg**- Optional. Is a set of options for calendar adjustments using regression ({TD = 0/1, Easter = 0/1, Constant = 0/1}). See the reference manual for more details and examples.
Value Calendar Adjustment Examples {0,0,0} TD = 0, Easter = 0, Constant = 0 ( **default**).{1,0,0} TD = 1, Easter = 0, Constant = 0. {1,1,1} TD = 1, Easter = 1, Constant = 1. **Outliers**- Optional. Is a set of outlier types to test and adjust for {AO = 0/1, LS(Run) = 0/1..N, TC=0/1, SO = 0/1, Hard Code = 0/1}. If missing, no check for outliers is carried out.
Value Outliers Examples {0,0,0,0} AO = 0, LS = 0, TC = 0 ( **default**).{1,1,1,1} AO = 1, LS = 1, TC = 1. {1,4,0,0} AO = 1, LS = 4, TC = 0. **ARIMA**- Optional. Is the set of orders for the ARIMA Model ({p, d, q, P, D, Q}). If any of the orders is negative or if all values are zeros, auto-select is turned on.
Order ARIMA Order Examples {0,1,1,0,1,1} p = 0, d = 0, q = 0, P = 0, D = 0, Q = 0 ( **default seasonal ARIMA**).{1,1,2,0,1,0} p = 0, d = 0, q = 0, P = 0, D = 0, Q = 0 ( **Auto-select**).{-1,1,-1,0,1,-1} p = 0, d = 1, q = 1, P = 0, D = 1, Q = 1. **Forecast**- Optional. Is the number of years to conduct the forecast for. If missing, forecast = 1 year.
**SA_Filter**- Optional. Is a flag for the seasonal adjustment filter to use (1 = X11, 2 = TD and Holidays, 3 = None (default)).
Value Seasonal Adjustment Filter 1 X11. 2 Trading days and holidays adjustment. 3 None ( **default**). **X11Options**- Optional. Is an option setting for the X11 filter (1 = X11 (default), 2 = 3x1, 3 = 3x3, 4 = 3x5, 5 = 3x9, 6 = 3x15, 7 = Stable).
Value X11Options 1 X11 ( **default**).2 3x1. 3 3x3. 4 3x5. 5 3x9. 6 3x15. 7 X11 Stable. **X11Mode**- Optional. Is the type of decomposition (i.e., additive, or multiplicative) (1 = Multi (default), 2 = Additive, 3 = Pseudo-Add, 4 = Log-Add).
Value X11Mode 1 Multiplicative ( **default**).2 Additive. 3 Pseudo-additive. 4 Log-additive.

* *Warning

X12ARIMA(.) function is deprecated as of version 1.67; use the X13AS(.) function instead.

## Remarks

- The underlying model is described here.

## Files Examples

## Related Links

## References

- James Douglas Hamilton; Time Series Analysis, Princeton University Press; 1st edition(Jan 11, 1994), ISBN: 691042896.
- Tsay, Ruey S.; Analysis of Financial Time Series, John Wiley & SONS; 2nd edition(Aug 30, 2005), ISBN: 0-471-690740.

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