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 (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 (auto), 3=None ). If missing, auto is assumed.

Type | Desc |
---|---|

1 | Log |

2 | Auto (auto) |

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.

Type | 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.

Type | 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.

Type | 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 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)).

Type | Desc |
---|---|

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 ).

Type | Desc |
---|---|

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).

Type | Desc |
---|---|

1 | Multiplicative default |

2 | Additive |

3 | Pseudo-additive |

4 | log-additive |

## Remarks

- The underlying X12-ARIMA model is described here.

## Files Examples

## 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

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