Returns the value of an X-13ARIMA-SEATS model output component (e.g., adjusted, trend, seasonal or irregular).

## Syntax

**X13ASCOMP** (**model**, component, dt)

**Model**- Required. Is a unique identifier that designates an X-13ARIMA-SEATS model created earlier with the X13 Wizard.
**Component**- Optional. Is an identifier of the output component (0= Seasonal Adjusted (default),1= Trend, 2= Seasonal, 3= Irregular).
Value Component 0 Final seasonal adjusted component ( **default**).1 Final trend component. 2 Final seasonal component. 3 Final irregular component. **dt**- Optional. Is the date of the desired observation. If omitted, the entire time series of the component is returned.

* * Status

The X13ASCOMP(.) function is available starting with version 1.67 MARTHA.

## Remarks

- The underlying X-13ARIMA-SEATS model is described here.
- The time series is homogeneous or equally spaced.
- If the date value is later than the input data set size and forecast horizon, X13ASCOMP returns "#N/A!".
- If the date value is earlier than the input series start date, X13ASCOMP returns "#VALUE!".
- If the component argument value is not supported, X13ASCOMP returns "#VALUE!".

## 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.

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