x13 | Series Procs |
X-13 Equivalent Option | ||
regs=list | Quoted, space delimited, list of X-13 built-in variables to use as regressors. For a full list of available variable types, see Table 7.27 of the X-13 documentation. | Variables= |
userregs=list | Quoted, space delimited, list of series to include as user-variables in the regression. Each member of the list should be a valid series expression (e.g. “X” or “log(X)”). | User= |
usertypes=list | Quoted, space delimited, list of user variable types. The number of elements in the list must be the same as the number of elements in the “userregs” list, or should contain only one type, which will apply to all variables listed in “userregs”. Types can be “constant” (constant), “seasonal” (seasonal), “td” (trading-day), “tdstock” (trading-day stock), “lom” (length of month), “loq” (length of quarter), “lpyear” (leap year), “easter” (Easter), “thanks” (Thanks-giving), “labor” (Labor day), “ao”, “ls”, “rp”, “so” or “tc” (outlier effects), “transitory” (SEATS transitory), “holiday1”, “holiday2”, “holiday3”, “holiday4” or “holiday5” (user-defined holidays), or “user” (none of the above). | Usertype= |
aictest=list | Quoted, space delimited, list of variables to include in the AIC based variable selection routine. Only certain variable types may be included in this list: “td”, “tdnolpyear”, “tdstock”, “td1coef”, “td1nolpyear”, “tdstock1coef”, “lom”, “loq”, “lpyear”, “easter”, “easterstock”, and “user”. See Table 7.27 of the X-13 documentation for a description of these variables. | AICtest= |
chitest | Perform a chi-squared test for inclusion of all user-defined holiday variables. | Chi2test=yes |
regextra=list | A quoted, space delimited, list of any extra regression options included as part of X-13. |
X-13 Equivalent Option | ||
model=text | Set the ARIMA model by specifying the model in standard “(p,d,q)(P,D,Q)” format. The text argument must be surrounded by quotes. See the Census X-13 documentation for details on the syntax of text. | Model= |
ar=list | Set the starting values for the AR parameters in the ARIMA model. list should be a quoted, comma separated list of AR parameters. A blank space between commas may be used to use the default starting value for a parameter. To fix a parameter at its starting value, you may append the “f” character to the end of the parameter value (e.g., to fix a parameter at 0.7, use “0.7f”) | AR= |
ma=list | Set the starting values for the MA parameters in the ARIMA model. list should be a quoted, comma separated list of MA parameters. A blank space between commas may be used to use a default starting value for a parameter. To fix a parameter at its starting value, you may append the “f” character to the end of the parameter value (e.g., to fix a parameter at 0.7, use “0.7f”) | MA= |
X-13 Equivalent Option | ||
mfile=file | Specify a file on disk containing the list of possible ARIMA models to choose from. Note that this option cannot be used with the “max*” options. See the Details portion of Section 7.12 of the Census X-13 documentation for details on how to create a valid ARIMA model file. | File= |
maxar= integer | Set the maximum number of AR terms in models to be selected from. Cannot be used with the “mfile=” option. | |
maxdiff= integer | Set the maximum differencing order in models to be selected from. Cannot be used with the “mfile=” option. | |
maxma= integer | Set the maximum number of MA in models to be selected from. Cannot be used with the “mfile=” option. | |
maxsar= integer | Set the maximum number of seasonal AR terms in models to be selected from. Cannot be used with the “mfile=” option. | |
maxsdiff= integer | Set the maximum seasonal differencing order in models to be selected from. Cannot be used with the “mfile=” option. | |
maxsma=integer | Set the maximum number of seasonal MA in models to be selected from. Cannot be used with the “mfile=” option. | |
amdl=F | Use only forecasts from the ARIMA model in model evaluation. Without this option, both forecasts and backcasts are used. | Mode=f |
outsmpl | Use out of sample forecast errors during model evaluation | Outofsample=yes |
best | Model selection tests all possible models and chooses the most likely. Without this option, the model selection routine will chose the first model that matches model selection criteria. | Method=best |
flim= number | Sets the acceptance threshold for the within-sample forecast error test. | Fcstlim= |
blim= number | Sets the acceptance threshold for the within-sample backcast error test. Only applies if the amdl=f option is not set. | Bcstlim= |
x11aimaextra=list | A quoted, space delimited, list of any extra X-11 automatic ARIMA options included as part of X-13. |
X-13 Equivalent Option | ||
maxorder= “(int1, int2)” | Set the maximum order of AR, MA, SAR and SMA terms in candidate models. int1 sets the maximum for AR and MA terms, and int2 sets the maximum for seasonal AR and seasonal MA terms. | Maxorder= |
maxdiff = “(int1, int2)” | Sets the maximum differencing and seasonal differencing in candidate models. int1 sets the maximum differencing, and int2 sets the maximum seasonal differencing. Note the “maxdiff” option cannot be used along with the “diff” option. | Maxdiff= |
diff = “(int1, int2)” | Set a fixed differencing for candidate models – i.e. differencing will not be automatically chosen. int1 sets differencing, and int2 sets seasonal differencing. Note that the “diff” option cannot be used along with the “maxdiff” option. | Diff= |
nomixed | Do not allow mixed (i.e. models with both AR and MA terms) amongst the candidate models. | Mixed=no |
rejectfcst | Test the out-of-sample forecast error of the final three years of data with the identified model to determine if forecast extension should be applied. | Rejectfcst=yes |
flim=number | Sets the acceptance threshold for the within-sample forecast error test of the final identified model. Only applies if the “rejectfcst” option is set. | Fcstlim= |
lbqlim=number | Acceptance criterion for confidence coefficient of the Ljung-Box Q statistic. | Ljungboxlimit= |
acceptdef | Controls whether the default model is chosen if the Ljung-Box Q statistic for its model residuals is acceptable. | Acceptdefault =yes |
nomu | Do not check for significance of the constant term in candidate models | Checkmu=no |
tramoextra=list | A quoted, space delimited, list of any extra TRAMO automatic ARIMA options included as part of X-13. |
X-13 Equivalent Option | ||
mode=arg | Sets the mode of seasonal adjustment decomposition: “mult” (multiplicative), “add” (additive), “pseudoadd” (pseudo-additive), or “logadd” (log-additive). The default is “mult”. | Mode= |
type=arg | Sets the type of seasonal adjustment: “sum” (summary), “trend”, or “sa” (default). See the Census X-13 documentation for a full description of each. | Type= |
filter=arg | Specifies the seasonal moving average filter to use: “s3x1” (3x1 moving average), “s3x3”, (3x3 moving average), “s3x5” (3x5 moving average), “s3x9” (3x9 moving average), “s3x15” (3x15 moving average), “stable” (Stable seasonal filter), “x11default” (3x3 followed by a 3x5), or “msr” (default). You can set a different filter for each MA term by entering multiple values for key, separated by commas and surrounded in quotes (e.g., filter=”s3x1, s3x3, s3x9”). | Seasonalma= |
fcast | Append forecasted values to certain output series. See the Census X-13 documentation for a list of available series. This option must be used with the “flen=” general option. | appendfcst |
bcast | Pre-pend backcasted values to certain output series. See the Census X-13 documentation for a list of available series. This option must be used with the “blen=” general option. | appendbcst |
trendma= integer | Length of the Henderson moving average to use. integer may be any odd integer between 1 and 101. | Trendma= |
x11extra=list | A quoted, space delimited, list of any extra X-11 seasonal adjustment options included as part of X-13. |
X-13 Equivalent Option | ||
fcast | Append forecasted values to certain output series. See the Census X-13 documentation for a list of available series. This option must be used with the “flen=” general option. | appendfcst |
bcast | Prepend backcasted values to certain output series. See the Census X-13 documentation for a list of available series. This option must be used with the “blen=” general option. | appendbcst |
hp | Decompose the trend-cycle component into a long-term component using the Hodrick-Prescott filter. | Hpcycle=yes |
nostat | Do not accept any stationary seasonal ARIMA models, and convert the seasonal part to (0, 1, 1). | Statseas=no |
qmax=integer | Sets a limit for the Ljung-Box Q statistic, which is used to determine if the model provided to SEATS is of acceptable quality. | Qmax= |
seatsextra=list | A quoted, space delimited, list of any extra SEATS seasonal adjustment options included as part of X-13. |
X-13 Equivalent Option | ||
type=arg | Change the forcing algorithm. Arg can be "denton" or "regress." Default is "denton." | type |
mode=arg | Change the mode of the algorithm. Arg can be "ratio" or "diff." Default is "ratio." | mode |
target=arg | Specify the target for matching the annual totals. Arg can be "cal" (Calendar Adjusted Series), "perm" (Original series adjusted for permanent prior adjustment factors), or "both." If this option is not used, the original series is used as the target. | target |
round | Use rounded data for matching. | round |
rho=val | Specify the value for rho. | rho |
lambda=val | Specify the value for lambda. | lambda |
savespec=name | Save a copy of the X-13 spec file as a text object in the workfile. This can be useful as a template when making your own spec file to use with the “spec=” option. |
save = list | Output series to save from the seasonal adjustment routine. list should be space delimited, in quotes, and contain the list of small identifiers from Table 7.46 (if doing X-11) or Table 7.30 (if doing SEATS) of the Census X-13 documentation. If this option is omitted, EViews will save the seasonally adjusted series (D11 for X-11, and S11 for SEATS). |
errlog=name | Save a copy of the error log as a text object in the workfile. The error log will only be saved if the X-13 executable created an error message. |
spec=name | User supplied X-13 spec file. Either a file on disk, or a text object in the workfile. Note that this option overrides all other options apart from “prompt”, “save”, “savespec” and “errlog”. Note you can use the “savespec” option to generate a spec file for editing. If your spec file contains a SERIES specification, EViews will use it. If it does not, EViews will generate one. In general we recommend letting EViews generate the SERIES part of your spec file. |
html | Generate html formatted output. If not specified, text formatted output is the default. |
prompt | Force dialog to show in program |
p | Print output from the procedure. |
tf=arg | Employ data transformation: “logit” (logistic), “auto” (choose between log or none), “log” (natural log), or number (where number is a Box-Cox power parameter. for the Box-Cox transformation). |
tfextra=list | A quoted, space delimited, list of any extra transformation options included as part of X-13. The full set of possible options is provided in Section 7.18 of the X-13 documentation. |
X-13 Equivalent Option | ||
outcrit=arg | Value to which the absolute values of the outlier t-statistics are compared to detect outliers in automatic outlier detection. | Critical= |
outls=arg | Compute t-statistics to test the null hypotheses that each run of 2,..., outls successive level shifts cancel to form a temporary level shift. | Lsrun= |
outall | Sets the outlier detection method to all at once (as opposed to one at a time). | Method=addall |
outtype=list | List of types of outliers to include in outlier detection (quoted and space delimited). Members of the list can include “ao” (additive outlier), “ls” (level shift), “tc” (temporary change), “so” (seasonal outliers). You may use the special unquoted keyword “all” to include all types, as in “outtype=all”. | Types= |
outspan=arg | Set the dates to search between. arg should be two dates, surrounded in quotes, of the format “YYYY.MON YYYY.MON” (for monthly data) or “YYYY.Q YYYY.Q” (for quarterly), where MON is a three letter month abbreviation, and Q is an integer representing the quarter. | Span= |
outextra=list | A quoted, space delimited, list of any extra outlier options included as part of X-13. |
X-13 Equivalent Option | ||
tol=number | Set the convergence tolerance | Tol= |
iter=integer | Set the maximum number of iterations | Maxiter= |
exact=arg | Specifies the use of an exact or a conditional likelihood for estimation:. “arma” (use exact likelihood for both AR and MA terms), “ma” (use conditional likelihood for AR and exact likelihood for MA terms), and “none” (use conditional likelihood for both sets of terms). | Exact= |
arimasmpl=arg | Set the estimation sample. arg should be two dates, surrounded in quotes, of the format “YYYY.MON YYYY.MON” (for monthly data) or “YYYY.Q YYYY.Q” (for quarterly), where MON is a three letter month abbreviation, and Q is an integer representing the quarter. | Modelspan= (in the SERIES spec, section 7.15). |
estextra=list | A quoted, space delimited, list of any extra estimation options included as part of X-13. |
X-13 Equivalent Option | ||
flen=integer | Length of forecast to perform. May be between 0 and 60. Note that if performing SEATS seasonal adjustment, the forecast length will be adjusted upwards to 2 years (24 months or 8 quarters). | Maxlead= |
blen=integer | Length of backcast to perform. May be between 0 and 60. | Maxback= |
forclognorm | Adjust forecasts to reflect that forecasts are generated from a log-normal distribution. | Lognormal |
forcextra=list | A quoted, space delimited, list of any extra forecast options included as part of X-13. |