IRIS Toolbox Reference Manual

x12

Access to X13-ARIMA-SEATS seasonal adjustment program

Syntax with a single type of output requested

[Y,OutpFile,ErrFile,Model,X] = x12(X,...)
[Y,OutpFile,ErrFile,Model,X] = x12(X,Range,...)

Syntax with mutliple types of output requested

[Y1,Y2,...,OutpFile,ErrFile,Model,X] = x12(X,Range,...)

See the option 'output=' for the types of output data available from X12.

Input arguments

Output arguments

Options

Description

Output requests

The option `'output=' can combine any number of the following requests:

Missing observations

If you keep 'missing=' false (this is the default for backward compatibility), x12 will not run on series with in-sample missing observations, and a warning will be thrown.

If you set 'missing=' true, you allow for in-sample missing observations. The X13-ARIMA-SEATS program handles missing observations by filling in values predicted by the estimated ARIMA process. You can request the series with missing values filled in by including MV in the option 'output='.

Spec file

The default X13-ARIMA-SEATS spec file is +thirdparty/x12/default.spc. You can create your own spec file to include options that are not available through the IRIS interface. You can use the following pre-defined placeholders letting IRIS fill in some of the information needed (check out the default file):

Two of the placeholders, '$series_data$ and $x12_output$, are required; if they are not found in the spec file, IRIS throws an error.

Estimates of ARIMA model parameters

The ARIMA model specification, Model, is a struct with three fields:

Example

If you wish to run x12 on the entire range on which the input time series is defined, and do not use any options, you can omit the second input argument (the date range). These following three calls to x12 do exactly the same:

xsa = x12(x);
xsa = x12(x,Inf);
xsa = x12(x,get(x,'range'));

Example

If you wish to specify some of the options, you have to enter a date range or use Inf:

xsa = x12(x,Inf,'mode=','add');