Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: RE: RE: RE: Seasonal adjustment?


From   "Stanislav Kolenikov" <skolenik@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: RE: RE: Seasonal adjustment?
Date   Thu, 19 Aug 2004 15:08:16 -0000

--- In statalist, Ky Tran wrote:
> I don't see X-12-ARIMA in STATA.

I believe you can estimate simple (p,d,q)(P,0,0)_s models with

arima depvar L12.depvar , arima(p,d,q)

for P=1,

arima depvar L12.depvar L24.depvar, arima(p,d,q)

for P=2, etc. by using the lag operator L. Likewise, you can make the
seasonal differences. The real (P,D,Q)_s models would require getting
into the guts of -arima- and mimicking the code to work on the
seasonal part... and -findit x12- does not reveal anybody who has done
this before.

Stas


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index