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
