On Mon, 10 Jan 2011, [big5] ������ ������ wrote:
When I choose the options of Model/Time series/ARIMA/Using
X-12-ARIMA to run the X-12-ARIMA model, are the explanatory
variables such as as number of working days,day of week effects,
length of month etc inclued already?
No, none of these features are included automatically when you use
X-12-ARIMA from the ARIMA menu. The idea is to produce output that
is as closely compatible as possible with gretl's native ARIMA.
In gretl, you also have access to X-12-ARIMA under the /Variable
menu: "X-12-ARIMA analysis". In this context you have the option
of engaging correction for outliers and Trading Day effects.
If you want greater control over X-12-ARIMA you'd have to write
your own .spc file. One modification that might be useful, and
that could be implemented without great difficulty, would be to
give the gretl user the opportunity to edit the spc file from
within gretl before sending it to X-12-ARIMA.
Allin Cottrell