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

From   "Stanislav Kolenikov" <[email protected]>
To   [email protected]
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.


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