The X-12-ARIMA Seasonal Adjustment Program
X-12-ARIMA is the seasonal adjustment software produced and
maintained by the Census Bureau. It is used for all official seasonal adjustments at the
U. S. Census Bureau.
Features include:
- Extensive time series modeling and model selection capabilities
for linear regression models with ARIMA errors (regARIMA models);
- Wide variety of seasonal and trend filter options;
- Diagnostics of the quality and stability of the adjustments
achieved under the options selected;
- The ability to process many series at once.
There is now a Windows Interface to X-12-ARIMA available.
The standalone DOS version and a Linux version are also available.
In addition, a SAS®/Graph program has been
developed named X-12-Graph that allows users to
generate useful graphical diagnostics from X-12-ARIMA output.
It requires no knowledge of SAS®.
Announcements of program updates and other information related
to X-12-ARIMA are distributed through a moderated mailing list
called x12a-announce. To subscribe, access the
following URL:
http://lists.census.gov/mailman/listinfo/x12a-announce
- Download Windows Interface to X-12-ARIMA
- Download the Windows Interface to the X-12-ARIMA program.
Installation instructions and
documentation are also
available. (last updated: June 15, 2007)
- Download Version 0.3 of X-12-ARIMA (PC)
- Download the PC version of the X-12-ARIMA Version 0.3.
Installation instructions are also
available. (last updated: June 15, 2007)
- Download Version 0.3 of X-12-ARIMA (Linux/Unix)
- Download the Unix workstation versions of the X-12-ARIMA and
X-12-Graph programs, as well as program documentation,
a set of examples, Fortran source code, and other related files.
Installation instructions
are also available. (last updated: June 15, 2007)
- Download X-12-Graph
- Download the latest version of X-12-Graph, the graphical companion to X-12-ARIMA,
along with documentaton.
(last updated: July 2, 2008)
- Seasonal Adjustment Papers
- Research reports and papers dealing with seasonal adjustment.
Abstracts are available for browsing, with Adobe PDF and PostScript
versions of the papers available for downloading.
(last updated: July 2, 2008)
-
Historical Papers Concerning X-11 and Seasonal Adjustment
- Research reports and papers of historical interest to researchers and
seasonal adjustment experts, with Adobe PDF versions of the papers
available for downloading.
(last updated: March 14, 2006)
- Y2K Compliance Statement
- A compliance statement for X-12-ARIMA and X-11 software
distributed by the Census Bureau. (last updated: October
10, 2000)
