U.S. Census Bureau

Windows Interface to X-12-ARIMA

Roxanne Feldpausch
U. S. Census Bureau

Table of Contents

  1. Basics
  2. System Requirements
  3. Installation Instructions – Setup, Initialization, and Documentation Files
  4. Running Existing Spec Files/Metafiles
    1. Running Instructions
    2. Options
    3. View
  5. Creating Spec Files
  6. Creating Metafiles
  7. References

1. Basics

This interface allows you to run X-12-ARIMA without using the DOS prompt. It also creates basic input specification files (spec files) and metafiles for you.

Problems installing or running this program? Please contact Roxanne.Feldpausch@census.gov.

2. System Requirements

The Windows interface requires: Windows 2000 (or higher) and the X-12-ARIMA executable file.

3. Installation Instructions – Setup, Initialization, and Documentation Files

The following files should be placed in the directory from which you would like to run X-12-ARIMA


Note: If you already have X-12-ARIMA installed, put the two RunX12 files in the same directory as X-12-ARIMA.


RunX12.ini contains the following information.

[x12 runtime]
Install Path=C:\x12a
Executable=X12a
Data Path=C:\x12a
GraphicPath=C:\x12a\graphics
View Output files=*.log;*.out;*.udg;*.err;*.html
Edit Command=notepad
html output=yes
Converter=c:\x12a\cnvOut2html
html dir=C:\x12a\html\

Edit the RunX12.ini file to match your settings. WARNING: The program will not run if directories in the runx12.ini file do not already exist.


Now you are ready to run the program. Open (double click on) the file RunX12.exe to start the program.

4. Running Existing Spec Files/Metafiles

Running Instructions

  1. Open the RunX12 program by double-clicking on RunX12.exe.
  2. Use the boxes on the left to change to the drive and directory where you've saved the spec file.
  3. To run a spec file or a metafile, select the name of the file from the middle box labeled Input Files and click on the "Run" button, or double click on the name of the file.

    Once X-12-ARIMA is finished running, a message will appear stating that the processing is complete. Output files produced by X-12-ARIMA will be listed in the box on the right. The output files will have the same name as the spec files, but with a different extension. Select the file and click on the "Open Output" button to open it in the editor, or double click on the filename.
  4. To edit or view the spec file or the metafile, select the spec file and click on the "Open Spec File" button.

Options

View

5. Creating Spec Files

  1. Click the "New Spec File" button.
  2. Use the boxes on the left to change to the drive and directory where you've saved the data file.
  3. Select the data file in the box on the right.
  4. Enter the filename for the spec file you would like to create. The default filename is the same as the data filename (with a .spc extension).
  5. Select the periodicity of the data.
  6. Select the format of the data. See Hood and Monsell (2002) for more details on the possible formats.
    1. If you selected a data format with the potential for data records from multiple series in one file, type the name to use for the series. Note: the name should match exactly what is in the data file. Name recognition is case sensitive.
    2. If you selected free format, enter the start date for the series.
  7. By default, the span and model span are the whole series. To change the start and end dates, enter new dates on the form. The dates should be entered in yyyy.mm or yyyy.q format where yyyy is the four-digit year, mm is the two-digit month (for monthly series) and q is the quarter (for quarterly series).

  8. To create a spec file, you have two options:
    1. Create Basic Spec creates a spec file using program defaults
    2. Spec Wizard allows you to customize the spec file

Create Basic Spec

Click the "Create Basic Spec" button. This will create a basic spec file with many automatic options. It will run the spec file with the "summary files" flag. it will hard-code the results.

Note: If you already have a spec file with that name, the new spec file will overwrite it. The spec file will run, and the .out, .log, and .udg files will be deleted. If you already have run a spec file with the same name in the same directory, these files will be deleted.

Example of an initial spec file

series{
    title= 'MW1FAM.spc'
    file= 'EXAMPLE2.DAT'
    format= '2L'
    period=12
    name=MW1FAM
    savelog=peaks
}
transform{function=auto}
regression{
    variables=()
    aictest=(TD Easter) savelog=aictest
}
outlier{
    types=all
    lsrun=3
}
automdl{}
forecast{maxlead=42}
estimate{print=(roots regcmatrix) savelog=aicc}
check{print=all savelog=lbq}
x11{savelog=(M1 M7 M8 M9 M10 M11 Q Q2)}

Example of a final spec file

#MW1FAM.spc was created automatically using X-12 Spec Wizard
series{
    title= 'MW1FAM.spc'
    file= 'EXAMPLE2.DAT'
    format= '2L'
    period=12
    name=MW1FAM
    savelog=peaks
}
transform{function=none}
regression{
    variables=(TD )
    #aictest=(TD Easter) savelog=aictest
}
outlier{
    types=all
    lsrun=3
}
arima{model= (3 1 1)(0 1 1)}
forecast{maxlead=42}
estimate{print=(roots regcmatrix) savelog=aicc}
check{print=all savelog=lbq}
x11{
    seasonalma=s3x5
    savelog=(M1 M7 M8 M9 M10 M11 Q Q2)
}
slidingspans{savelog=percent}
history{estimates=(fcst aic sadj sadjchng trend trendchng)}

Spec Wizard

Click the "Spec Wizard" button. This will take you through the following series of screens that will allow you to customize the spec file.

  1. Prior Adjustment of the data
    1. Prior Adjustment File
  2. ARIMA Model
  3. Seasonal Adjustment
  4. Stability Diagnostics

Prior Adjustment of the Data

  1. Select the transformation type. If the data need a log transformation, select "Log." If the data do not require a transformation, select "None." If you do not know whether or not the data need a transformation, select "Automatic." This will put "function=auto" into the spec file, and the program will determine whether or not the data need a transformation. If you would like to hard-code the automatic model transformation into the spec file (recommended for repeated runs), check the "Hard-code" box.

  2. Select the regression variables. For a regression variable, you can either ask X-12-ARIMA to use an AICC test to determine whether or not to include a variable in the regression or if you know the data, you can specify which variables to include in the regression.
    1. In the Regression AIC Test frame, check any variable for which you would like to use the AICC test to determine whether or not to include in the regression. If you would like to hard-code the results of the AICC test into the regression model (recommended for repeated runs), check the "Hard-code" box.
    2. In the Regression Variables frame, check any variables you would like to include in the regression. Stock trading day requires you to input the date when inventories are taken. Select "31" if inventories are done on the last day of the month. Choosing the Easter regression requires you to input the number of days before Easter that you expect to see an effect on the data. To include another variable, such as a known outlier, in the regression spec, type the name of the outlier in the "Other" box.
    Note: If you would like to specify trading day (Easter) as a regression variable and include an AICC test for it, you will have to manually edit the spec file after it is created to include both options.

  3. Select outlier detection options.
    1. Select the types of outliers you would like X-12-ARIMA to identify. Check the "AO" box for additive outliers, check the "LS" box for level shifts and check the "TC" box for temporary changes. If you would like to hard-code the outliers identified by X-12-ARIMA into the spec file check the "Hard-code" box.
    2. To have X-12-ARIMA check for canceling level shifts, select the number of level shifts to test in the LS run field. Note that this will not affect the outliers hard-coded in the previous step. You will have to look in the output file and determine if the level shifts cancel out and manually make any changes to the spec file.
    3. By default, the span of data where X-12-ARIMA looks for outliers is the whole series. To change the start and end dates, enter new dates on the form. The dates should be entered in yyyy.mm or yyyy.q format where yyyy is the four-digit year, mm is the two-digit month (for monthly series) and q is the quarter (for quarterly series).

  4. If you have a prior adjustment file, check the "Prior Adjustment File" box. This will take you to the Prior Adjustment File screen. If you do not check this box, you will go to the Step 2 ARIMA Model screen.

Prior Adjustment File

  1. Use the boxes on the left to change the drive and directory where the prior adjustment file is saved.
  2. Select the prior adjustment file in the box on the right.
  3. Select the format of the prior adjustment file.

ARIMA Model

  1. There are two options for the ARIMA model. You can use X-12-ARIMA's automatic modeling procedure or you can specify the ARIMA model.
    1. Automatic modeling: click on the "automodel" radio button if you would like to use X-12-ARIMA's automatic modeling procedure to select an ARIMA model. If you would like to hard-code the results of the automatic modeling procedure (recommended for repeated runs), check the "Hard-code" box.
    2. Specify the ARIMA model: click on the "ARIMA" radio button if you would like to specify an ARIMA model. Next type in the ARIMA model.

  2. Select the number of years you would like to forecast with the regARIMA model.

Seasonal Adjustment

To perform an X11 type of seasonal adjustment, check the "Xll" box. To perform a trading day and holiday adjustment only and not estimate a seasonal component, check the "Trading day and holiday adjustment only" box. This option is best used for nonseasonal data that have other calendar effects. If you do not wish to perform any seasonal, trading day or holiday adjustment, do not select either of the boxes.

If you selected an X11 type of seasonal adjustment, select the type of filter that you would like to apply to all of the month (quarters) of data.

Stability Diagnostics

Check the "Sliding Spans" and "History" boxes if you would like these stability diagnostics.


6. Creating Metafiles

  1. Click the "New Metafile" button.
  2. Use the box on the left to change to the directory where you would like to create the metafile.
  3. Use the drop down list to select what types of files you would like to see.
  4. Select the series you would like in the metafile. If you do not select any series, all of the series in the box will go into the metafile.
  5. Enter the filename for the metafile you would like to create. The default filename is temp.
  6. To create a spec file, you have two options:
    1. Click the "Create Basic Metafile" button to create a basic metafile.
    2. Click the "Hierarchical Metafile" button to create a metafile for a composite run. For example, having X-12-ARIMA sum the four regions of the U.S. to calculate the U.S. total. The "Hierarchical Metafile" button will take you to a new screen. Either select one of the series to be the parent or type the name of the parent file. Select the series to be the children. If you do not select any series to be children, the program automatically will choose the remaining series as children. In the example, the U.S. total would be the parent series and the four regions would be the children.

Note: If you already have a metafile with that name, the new metafile will overwrite it.

7. References

For information on X-12-ARIMA data formats and metafiles, please see the X-12-ARIMA Reference Manual (U.S. Census Bureau 2002) or "Getting Started With X-12-ARIMA Input Files on Your PC" by Hood and Monsell (2002) [PDF].


[PDF] or PDF denotes a file in Adobe’s Portable Document Format. To view the file, you will need the Adobe® Acrobat® Reader This link to a non-federal Web site does not imply endorsement of any particular product, company, or content. available free from Adobe.

Last Document Update: Thursday, May 3, 2007



Back to top
Back to Windows Interface Page


This symbol Symbol indicating that file is external to this site. indicates a link to a non-government web site. Our linking to these sites does not constitute an endorsement of any products, services or the information found on them. Once you link to another site you are subject to the policies of the new site.

Source: U.S. Census Bureau, OSMREP