[Gretl-devel] Re: basic questions/comments on X13

Am 04.01.2022 um 19:02 schrieb Sven Schreiber: Still learning here... I think I forgot the 'seats' switch in my previous suggestions. Also, the specs RSA2, RSA4, RSA5 only seem to apply to TRAMO which isn't covered here anyway, so that was wrong on my side as well. But then there are the additional specs X11, RSA2c, RSA4c, RSA5c which do apply to X13. (Actually, RSA4c and RSA5c are the recommended things to do per default.) So here's another attempt: bundle X11_opts = _(seats=FALSE, logtrans=0, trading_days=0, \ easter=FALSE, outlier_correction=FALSE, airline=TRUE) bundle RSA0_opts = _(seats=TRUE, logtrans=0, trading_days=0, \ easter=FALSE, outlier_correction=FALSE, airline=TRUE) bundle RSA1_opts = _(seats=TRUE, logtrans=2, trading_days=0, easter=FALSE, outlier_correction=TRUE, airline=TRUE) bundle RSA3_opts = _(seats=TRUE, logtrans=2, trading_days=0, \ easter=FALSE, outlier_correction=TRUE, airline=FALSE) bundle RSA5c_opts = _(seats=TRUE, logtrans=2, trading_days=2, \ easter=TRUE, outlier_correction=TRUE, airline=FALSE) OK, what about RSA2c_opts and RSA4c_opts? - RSA2c: This requires a "working day" adjustment. AFAICS, in contrast to "trading days" that one does not differentiate between the various weekdays, but only separates weekends (plus maybe holidays) and non-weekends. From the X13 documentation at https://www2.census.gov/software/x-13arima-seats/x-13-data/documentation/... (Table 7.28) I think what's needed is the 'td1coef' keyword that would replace 'td' as part of the included predefined variables, but that doesn't seem to be covered by gretl's wrapper so far. - RSA4c: This is the same as RSA2c, only that it doesn't impose the airline model. It also remains to be seen whether the leap year handling that is implicit in X13's 'td' and 'td1coef' variants is really equivalent to what Jdemetra calls "pre-adjustment for leap year". Bottom line: Apart from the needed general comparisons and checks, it would be nice if we could add the td1coef option for working days adjustment to the gretl wrapper for X13. This actually doesn't look so difficult, I might even try it myself... (If I do, it would be in a new branch.) Any comments or feedback welcome thanks sven --- Footnote about RSA5c: (BTW, I'm assuming that there's a typo in the table at: https://jdemetradocumentation.github.io/JDemetra-documentation /pages/reference-manual/sa-specifications.html, because at the bottom it says RSA5 without c, which doesn't correspond to the GUI screenshot and would contradict the other RSA5 entry in the table.)