Thanks for taking the time to answer! has clarified the big question I had, have any recommendations of software which allows to generate a series arima model for weekly data? ........ thanks again in advance. Greetings.

---------- Forwarded message ----------
From: Salvador Rodriguez <salvadorestadistic@gmail.com>
Date: 2014-02-23 16:53 GMT-06:00
Subject: Re: [Gretl-users] question
To: Gretl list <gretl-users@lists.wfu.edu>


Thanks for taking the time to answer! has clarified the big question I had, have any recommendations of software which allows to generate a series arima model for weekly data? ........ thanks again in advance. Greetings.


2014-02-23 14:51 GMT-06:00 John C Frain <frainj@gmail.com>:

X12 -Arima and similar programs cover only monthly and quarterly data. As there are 52 weeks plus one day in a year, weekly data are not strictly periodic.  Cleveland and Scott (2007), Seasonal Adjustment of Weekly Time Series with Application to Unemployment Insurance Claims and Steel Production, Journal of Official Statistics, Vol.23, No.2, 2007. pp. 209–221 deals with the seasonal adjustment of weekly time series.

Best Regards

John Frain.

John C Frain
3 Aranleigh Park


On 22 February 2014 19:16, Salvador Rodriguez <salvadorestadistic@gmail.com> wrote:
Hello! I need help please! Anyone know how to work with weekly data ARIMA-X12 is that it only works for me monthly data

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