X12 ARIMA function seems to be cutting off the back history?
I have another issue; the X12 ARIMA function seems to be cutting off the back history of some of my data in certain instances (so that after seasonally adjusting the data, it has a shorter history than the original time series). What is causing this?
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The US census X12-ARIMA program has a time series limitation (~ 600 obs), so when the time series exceed this limit, NumXL trim off earliest observation and use the most recent observation, so this explain why the derived series seems shorter.
(see program limits in X12ARIMA reference manual)
http://www.census.gov/ts/x12a/v03/x12adocV03.pdf
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