X-12-ARIMA

X-12-ARIMA
Developer(s) U.S. Census Bureau
Stable release
0.3 / June 15, 2007 (2007-06-15)
Operating system Windows, Linux/Unix
Type Statistical software
License Public domain[1][2]
Website X-12-ARIMA

X-12-ARIMA was the U.S. Census Bureau's software package for seasonal adjustment.

X-12-ARIMA can be used together with many statistical packages, such as Gretl or EViews which provides a graphical user interface for X-12-ARIMA, and NumXL which avails X-12-ARIMA functionality in Microsoft Excel.

Notable statistical agencies presently using X-12-ARIMA for seasonal adjustment include Statistics Canada[3] and the U.S. Bureau of Labor Statistics.[4]

X-12-ARIMA was the successor to X-11-ARIMA; the current version is X-13ARIMA-SEATS.[5]

Both X-12-ARIMA and X-13-ARIMA-SEATS's source code can be found on the Census Bureau's website.[6][7]

See also

References

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