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-09-006-EN.PDF).
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 >> >> >> >> >> _______________________________________________ >> Gretl-users mailing list >> Gretl-users(a)lists.wfu.edu >> http://lists.wfu.edu/mailman/listinfo/gretl-users > > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > -- John C Frain Economics Department Trinity College Dublin Dublin 2 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:frainj(a)tcd.ie mailto:frainj(a)gmail.com
