Object Reference : Object View and Procedure Reference : Series
  
 
jdemetra
Executes the JDemetra+ seasonal adjustment routine on the series.
JDemetra+ is available only for quarterly and monthly series, and only performs X-13 style seasonal adjustment.
Syntax
series_name.jdemetra(options)
Options
 
spec=arg
Set the JDemetra+ default specification. arg can be "X11", "RSA0", "RSA1", "RSA2c", "RSA3", "RSA4c", "RSA5c". The default is "RSA4c".
d10
Export the seasonal factors d10 series to the workfile.
nod11
Do not export the seasonal adjustment d11 series to the workfile.
d12
Export the trend d12 series to the workfile.
d13
Export the irregular component d13 series to the workfile.
suffix=arg
Suffix to add to the exported series names before the series type. For example, if the underlying series is named GDP, and a suffix of "_JDSA" is provided, the exported d11 series will be named GDP_JDSA_D11. By default, no additional suffix is provided, so the d11 series would be named GDP_D11.
tform=arg
Set the dependent variable transformation in the pre-adjustment regression. arg can be "none", "auto", "log". If omitted, JDemetra+ will use the transformation setting of the default specification.
noarma
Do not perform ARIMA estimation during the pre-adjustment regression of the seasonal adjustment. If one of the noarma, autoarma and fixedarma options are not provided, JDemetra+ will use the ARIMA estimation type of the default specification.
autoarma
Perform automatic ARIMA order selection during the pre-adjustment regression of the seasonal adjustment. If one of the noarma, autoarma and fixedarma options are not provided, JDemetra+ will use the ARIMA estimation type of the default specification.
fixedarma
Perform ARIMA estimation during the pre-adjustment regression of the seasonal adjustment. If one of the noarma, autoarma and fixedarma options are not provided, JDemetra+ will use the ARIMA estimation type of the default specification.
ar=int
If using fixedarma, specify the AR order. If omitted, JDemetra+ will use its default ARIMA model order.
ma=int
If using fixedarma, specify the MA order. If omitted, JDemetra+ will use its default ARIMA model order.
d=int
If using fixedarma, specify the ARIMA differencing. If omitted, JDemetra+ will use its default ARIMA model order.
sar=int
If using fixedarma, specify the seasonal AR order. If omitted, JDemetra+ will use its default ARIMA model order.
sma=int
If using fixedarma, specify the seasonal MA order. If omitted, JDemetra+ will use its default ARIMA model order.
sd=int
If using fixedarma, specify the ARIMA seasonal differencing. If omitted, JDemetra+ will use its default ARIMA model order.
outliers
Include automatic outlier detection in the pre-adjustment regression regression. If omitted, JDemetra+ will use the outlier detection setting of the default specification.
nooutliers
Do not include automatic outlier detection in the pre-adjustment regression. If omitted, JDemetra+ will use the outlier detection setting of the default specification.
tradedays=arg
Specify the type of trading day adjustment made in the pre-adjustment regression. arg can be "none", "td2c", "td2", "td3", "td3c", "td4", "td7". If omitted, JDemetra+ will use the trading day type set by the default specification.
leapyr
Use the leap year adjustment in the pre-adjustment regression. If both leapyr and noleapyr are omitted, JDemetra+ will use the option set by the default specification.
noleapyr
Do not use the leap year adjustment in the pre-adjustment regression. If both leapyr and noleapyr are omitted, JDemetra+ will use the option set by the default specification.
fcast
Forecast from the pre-adjustment regression model. If fcast and nofcast are omitted, JDemetra+ will use the setting of the default specification.
nofcast
Do not forecast from the pre-adjustment regression model. If fcast and nofcast are omitted, JDemetra+ will use the setting of the default specification.
flen=int
If forecasting the pre-adjustment regression model, set the number of observations to be forecast. If omitted, a year of observations will be forecasted.
userregs=“arg”
Provide a list of user-variables used in the pre-adjustment regression model. arg should be a space delimited list of series objects or series generation expressions, surrounded in quotes.
usertypes=“arg”
Specify the variable types for the user-variables provided with a userregs= option. arg should be a space delimited list of keywords, with one keyword per user-variable, in the same order as given in the userregs option. Keyword values can be; "undef" (undefined), "ser" (series), "trnd" (trend), "seas" (seasonal), "sa" seasonally adjusted, "irreg" (irregular), or "cal" (calendar). If omitted, user-variables are set to undefined.
tdtest=arg
Specifies whether to test for the inclusion of Trading Day effects. "Remove" (default) tests for the removal of effects. "Add" tests for the inclusion of effects. "None" performs no testing (effects are always included).
eastertest=arg
Specifies whether to test for the inclusion of Easter effects. "Remove" (default) tests for the removal of effects. "Add" tests for the inclusion of effects. "None" performs no testing (effects are always included).
Examples
hstartsnsa.jdemetra(d10, suffix=_jdm, spec=rsa5c, nooutliers)
This will execute the JDemetra+ X-13 based seasonal adjustment routine on the series HSTARTSNSA. The JDemetra+ RSA5c default specification is used, but outlier detection is turned off. The seasonal factors and seasonally adjusted data are stored into the workfile with the names HSTARTSNA_JDM_D10 and HSTARTSNA_JDM_D11 respectively.
Cross-references
See “JDemetra+” for discussion.