Seasonally adjust series using the movereg method.
movereg is only available for weekly data.
Syntax:
series.movereg(options) [@ao additiveoutliers] [@ls levelshiftoutliers] [@holiday holiday(holiday weighting)] [@user userregs]
You should follow the movereg command with any additive or level-shift outliers, holiday events or user variables to be included as part of the procedure. Outliers are specified as full dates or in "weeknumber year" format. Holidays are specified with one of the built-in holiday keywords, followed by its holiday weighting pattern. Available holiday keywords are: "easter", "labor", "newyear", "memorial", "taxday", "christmas", "july4th", "february", "thanksgiving", "mlking", "veterans", and "columbus".
Options
Sa=name | Specify the name of the output seasonal adjusted data. If not specified the output series will be the name of the underlying series with an appended _sa |
Facname=name | Specify the name of the output seasonal factors. If not specified the output series will be the name of the underlying series with an appended _saf |
Holname=name | Specify the name of the output holiday series. |
Outname=name | Specify the name of the output outlier series. |
Nfilt=integer | Specify the width of the detrending filter. Default is 2. |
Nfs=integer | Specify number of trigonometric terms. Default is 60. Must be a positive even integer. |
phi=number | Specify the AR coefficient. Default is 0.4. |
Sigr=number | Specify the variance ratio parameter. Default is 16. |
Examples
icnsa.movereg
Performs movereg seasonal adjustment on the series ICNSA, saving the adjusted data and factors under the default names ICNSA_SA and ICNSA_SAF.
icnsa.movereg(outname=icnsa_hol) @ao 37 2001 @holiday christmas(5, 4, 1, 1, 1, 2, 2)
Performs a seasonal adjustment with the 37th week of 2001 as an additive outlier, and specifying an adjustment for Christmas, where the Christmas effect is felt over 5 weeks, 3 weeks before Christmas through one after, with the week of Christmas and after Christmas having slightly more weight. The output holiday series is stored under ICNSA_HOL.