Object Reference : Object View and Procedure Reference : Series
  
 
x11
Seasonally adjust series using the Census X11.2 method.
Syntax
series_name.x11(options) adj_name [fac_name]
The X11 procedure carries out Census X11.2 seasonal adjustment. Enter the name of the original series followed by a period, the keyword, and then provide a name for the seasonally adjusted series. You may optionally list a second series name for the seasonal factors. The seasonal adjustment method is specified as an option in parentheses after the x11 keyword.
The X11 procedure is available only for quarterly and monthly series. The procedure requires at least four full years of data, and can adjust up to 20 years of monthly data and 30 years of quarterly data.
Options
 
m
Multiplicative seasonals.
a
Additive seasonals.
s
Use sliding spans.
h
Adjustment for all holidays (only for monthly data specified with the m option).
i
Adjustment for holidays if significant (only for monthly data specified with the m” option).
t
Adjustment for all trading days (only for monthly data).
q
Adjustment for trading days if significant (only for monthly data).
prompt
Force the dialog to appear from within a program.
p
Print the X11 results.
Examples
sales.x11(m,h) salesx11 salesfac
seasonally adjusts the SALES series and saves the adjusted series as SALESX11 and the seasonal factors as SALESFAC. The adjustment assumes multiplicative seasonals and makes adjustment for all holidays.
Cross-references
See “Census X11 (Historical)” for a discussion of Census X11 seasonal adjustment method.
Note that the X11 routines are separate programs provided by the Census and are installed in the EViews directory in the files X11Q2.EXE and X11SS.EXE. Additional documentation for these programs can also be found in your EViews directory in the text files X11DOC1.TXT through X11DOC3.TXT.
See also Series::seas, Series::x12, Series::x13, and Series::tramoseats.