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From | Kit Baum <baum@bc.edu> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Re: seasonal adjustment |
Date | Tue, 12 Aug 2008 09:53:40 -0400 |
On your main question, I think the answer is No. You can -findit
seasonal- to see what is available and nothing like X12 is evident to
me.
I don't doubt that there are Stata users who would like to apply one or
more of these seasonal adjustment procedures in Stata, but they appear
highly unStataish to me, and it seems no surprise that there are no
Stata implementations.
These procedures seem to be very complicated and relatively inflexible.
They tend to wire in arbitrary empiricisms and be very much of their
time. The idea that there is even a family of adjustment procedures that
will clean data regardless of (the rest of the) data generating process
seems not to march well with current time series ideas. Whenever I poke
around I tend to get the impression that only the source code would be
an adequate source for precisely what is being done, and that may not be
easily accessible. For these and yet other reasons I am not surprised
that no user-programmers have implemented any such.
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