Dear Gretl Community,
I'm trying to perform a X-12-Arima analysis in a series but I'm getting this
error message:
"Error messages generated from processing the X-12-ARIMA spec file
teste.spc:
ERROR: Multiplicative or log additive seasonal adjustment cannot be
performed when
preadjustment factors are derived from a regARIMA model for data which have
not been
log transformed.
Check the values for the power or function arguments of the transform spec
and mode
of the x11 spec."
Looking at my data (attached) I think I'd found what's going on: the series
range goes
from 2001:01 to 2012.12, but my valid observations finish at 2010:07. The
remaining
observations are empty entries.
The X-12-Arima are trying to use these empty entries in the analysis and due
to this
are returning the error message.
In my humble opinion, it would be nice if X-12-Arima adjust the series range
automatically,
just like Gnuplot does when we plot the series.
What do you think?
Best regards,
--
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge