X-13ARIMA-SEATS support
X-13ARIMA-SEATS
The US census released a new program for seasonal adjustment that incorporate X-12 and Bank of Spain SEATS methodology (i.e. X-13ARIMA-SEAT). Does NumXL will support this program similar to what it does with X-12-ARIMA?
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Quick update: we are wrapping up the beta testing phase, and getting ready for general release.
BTW, the current X-12-ARIMA implementation (by US census) supports data sets up to 600 data points (including the forecast points). This may not be an issue for quarterly data, but serious one for macroeconomics monthly data (max of 50 years).
The X-13ARIMA-SEATS version 1.0 implementation (by US census) increased the program limit to 780 observation (inc. the forecast points), which can accommodate an additional 15 years for monthly time series to allow 65 years history.
Version 1.1 of X-13ARIMA-SEATS (Build 9) is now available from the U. S. Census Bureau. This release introduces some new features to the X-13ARIMA-SEATS software, along with corrections to some minor defects.
I am excited to announce that the US Census X13ARIMA-SEATS model will be supported in NumXL 1.67 (MARTHA), which is scheduled for release in Q4 2021.
A quick update: we are starting the beta testing phase of our next version of NumXL on 10/29/2021. If you wish to get your hands on the latest features, please contact our support or open a ticket.
The new version supports the X13ARIMA-SEATS model:
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