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**- is the univariate time series data (a one-dimensional array of cells (e.g., rows or columns)).
**Date**- is a serial number that represents the data start date.
**Period**- is the sampling rate per year ( 12 = monthly, 4 = Quarterly)
**Transform**- 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**- 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 Cal_Reg 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. {1,1,1} TD = 1, Easter = 1, Constant = 1. **Outliers**- 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**- 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.
Value ARIMA Examples {0,0,0,0,0,0} p = 0, d = 0, q = 0, P = 0, D = 0, Q = 0 ( **default Auto-select**).{-1,1,1,0,1,1} p = 0, d = 0, q = 0, P = 0, D = 0, Q = 0 ( **Auto-select**).{0,1,1,0,1,1} p = 0, d = 1, q = 1, P = 0, D = 1, Q = 1. **Forecast**- is the number of years to conduct the forecast for. If missing, forecast = 1 year.
**SA_Filter**- is a flag for the seasonal adjustment filter to use (1 = X11, 2 = TD and Holidays, 3 = None (default)).
Value SA_Filter 1 X11. 2 Trading days and holidays adjustment. 3 None ( **default**). **X11Options**- 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**- is the type of decomposition (i.e., additive or multiplicative) (1 = mult (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 X12-ARIMA model is described here.

## Files Examples

## Related Links

## References

- Hamilton, J.D.; Time Series Analysis, Princeton University Press (1994), ISBN 0-691-04289-6.
- Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740.

## Comments

Article is closed for comments.