I am always nervous about the practice of seasonally adjusting a large
number of series using X12-ARIMA or TRAMO/SEATS. Itis generally
recognised that automatic seasonal adjustment produces good results in
about 70% or so of cases. The actual percentage varies considerably
from application to application. Both programs produce a large amount
of "quality" statistics which should be looked at at least once and
the program parameters adjusted as necessary. These adjusted
parameters can be used in future runs. For a large number of series
you should consider using the actual seasonal adjustment programs or
an interface such as Demetra
(
http://circa.europa.eu/irc/dsis/eurosam/info/data/demetra.htm). You
may also be interested in the Eurostat guidelines on seasonal
adjustment
(
http://epp.eurostat.ec.europa.eu/cache/ITY_OFFPUB/KS-RA-09-006/EN/KS-RA-0...).
I use gretl for my initial run, look at quality statistics and then
use x12-arima directly if I consider it necessary to refine the
process. Blindly using an automatic x12-arima may give rise to
considerable problems. If it does, don't blame either gretl or
x12-arima.
Best Regards
John
On 21 September 2011 18:06, Patrick Kallerman <pkallerman(a)gmail.com> wrote:
Ah! Thank you!
Using your hint I worked up the below:
genr emplabadj = deseas(emplab, X)
Which does exactly what I needed. Now, on to figure out batch files...
Thanks again.
On Wed, Sep 21, 2011 at 12:53 AM, Ignacio Diaz-Emparanza
<ignacio.diaz-emparanza(a)ehu.es> wrote:
>
> El 21/09/11 06:24, Patrick Kallerman escribió:
> > Hello,
> >
> > I'm a young practioner of economics and I've been trying to Seasonally
> > Adjust a large number of datasets related to employment.
> >
> > Since I'm using a Mac, I've installed both gretl and the X-12 option.
> > I'm fairly tech-savvy but hit a wall so I thought I'd ask for some
help.
> >
> > Basically I have a dataset which includes the date, as "date", by
month;
> > and employment, as "emplab". If I open up the gretl UX I can easily
> > Seasonally Adjust the data, save it to a .csv with a new variable and
> > continue on. My problem lies in that I need to do this frequently, and
> > as a batch. With this in mind I've been attempting to get X-12 to work
> > with gretlcli in Terminal so that I could do things as a batch that way.
> >
> > My question is: Am I approaching this correctly? Is arima the correct
> > command? I used "help arima" in gretlcli and didn't see an option
to
> > create a new variable for the SA data like the UX provides...
> >
> > Thanks in advance,
> >
> > Patrick.
> >
>
>
> Please, have a look to the function 'deseas' in the gretl manual or in
> the gretl help (Function reference).
>
>
> --
> Ignacio Diaz-Emparanza
> DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
> UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
> T.: +34 946013732 | F.: +34 946013754
>
www.ea3.ehu.es
>
>
>
>
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John C Frain
Economics Department
Trinity College Dublin
Dublin 2
Ireland
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