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Re: st: Seasonal adjustment in Stata?


From   Robert A Yaffee <[email protected]>
To   [email protected]
Subject   Re: st: Seasonal adjustment in Stata?
Date   Mon, 07 Jan 2008 11:02:02 -0500

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
> 
> 
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