Beate,
There is one more way you could deseasonalize. You could perform a dummy
variable regression on the series using a time variable consisting of an observation
counter plus 11 monthly dummy variables. You could then form a function consisting
of the monthly dummy variables. This function could be substracted from the series
if the seasonality were additive or divided into the series if the seasonality were
multiplicative to obtain a seasonally adjusted series.
- Bob Yaffee
----- Original Message -----
From: Robert A Yaffee <[email protected]>
Date: Monday, January 7, 2008 11:07 am
Subject: Re: st: Seasonal adjustment in Stata?
To: [email protected]
> Beate,
> There is no automatic X12-ARIMA ado file that I know of in Stata.
> You might try regressing a sin or cosine function on time. Once your
> model fit is very good, you could try to subtract this function from your
> series (if the seasonality is additive). Alternatively, you could try
> dividing this function into your series (if the seasonality is multiplicative).
> In either of these ways, you could arrive at a seasonally adjusted
> series.
> Regards,
> Bob Yaffee
>
>
> ----- Original Message -----
> From: Beate Grundig <[email protected]>
> Date: Monday, January 7, 2008 10:41 am
> Subject: st: Seasonal adjustment in Stata?
> To: Statalist <[email protected]>
>
>
> > Dear colleagues,
> > I would like to do seasonal adjustments for some time series on
> > unemployment. Unfortunately my Eviews seems to be broken on my PC,
> > thats why
> > I wanted to try Stata for this. The search led to no helpful result.
> > Is there any seasonal adjustment (like X12-Arima) implemented in
> > Stata? Or
> > are there any ado-files available covering this?
> > Thanks,
> > Beate
> >
> >
> > *
> > * 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/
> *
> * 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/
*
* 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/
