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Re: st: Seasonal Adjustment


From   n j cox <n.j.cox@durham.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Seasonal Adjustment
Date   Mon, 28 May 2007 16:17:39 +0100

The Statalist FAQ advises:

"Statalist is an international list. Please explain details that may make sense only in your own corner of the world."

and

"Always recall that members come from many different sciences."

I am bemused by the implicit assumption that "seasonal adjustment"
means X11 and X12, which I understand to be programs or, perhaps more
precisely, algorithms for economic data maintained by the US Census Bureau, and ported to some other software. I am not clear that they would be of any use for say seasonal problems in hydrology or climatology.

That said, the starting place for a search is to use -findit-. I didn't
find anything.

I wouldn't be especially surprised if some U.S. company had not done this for themselves but was sitting on the Stata code as intellectual property, but that's a painless speculation.

Nick
n.j.cox@durham.ac.uk

Jon Haveman

I checked the statalist archives and found a couple of items on
Seasonal Adjustment, but they were from 2004/2005 and there was no
solution mentioned.

Thought I'd throw the question back out to the list to see if there
has been any progress made on this front.

Can anybody point me to an X11 or X12 routine for stata?

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