Re: [Gretl-users] X-12 Arima seasonal adjustment

I dont know how to do this in Gretl. If it can not be done in Gretl you have several options. 1) Use the original x12arima program. The easy way to do this is to copy the X12arima directory from the gretl directory to a directory where you have read write access. You can then set up an x12 specification file containing the data and seasonal adjustment requirements. The x12a manual and a sample specification file are in the x12arima directory. 2 Download the Demetra interface to the x12arima program from http://circa.europa.eu/irc/dsis/eurosam/info/data/demetra.htm This interface is readily easy to use. Many other statistical/econometric packages have interfaces to the program but I would think that the Demetra one is probably the one you might use. Best Regards John On 20 April 2010 03:14, Paulo Grahl <pgrahl(a)gmail.com&gt; wrote: > Dear list members, > I need to change some of the default behavior of the X-12 ARIMA method, but > could not find instructions in Gretl manual on how to do it from within > Gretl. > > I have a monthly survey series (sort of diffusion index) that ranges from 0 > to100 and I need to get the seasonal factors. I would think in this sort of > time > series, additive seasonal factors make more sense than multiplicative > seasonal factors. But, when running X-12 ARIMA from within Gretl I could > only get the > multiplicative seasonal adjustment. > Any idea on how should I proceed to get additive seasonal decomposition ? > > Many thanks. > Paulo > > > -- > Paulo Gustavo Grahl, CFA > ------------------------------------------ > pgrahl(a)gmail.com > pgrahl(a)fgvmail.br > +55(21) 8809-9254 > skype:paulo.grahl > www.linkedin.com/in/pgrahl > ------------------------------------------ > > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > -- John C Frain Economics Department Trinity College Dublin Dublin 2 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:frainj@tcd.ie mailto:frainj@gmail.com _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users