Introduction

Seasonal Adjustment

The X13 procedure provides seasonal adjustment of time series by using the US Bureau of the Census X-13ARIMA-SEATS seasonal adjustment program. The X-13ARIMA-SEATS program was developed by the Time Series Staff of the Statistical Research Division, US Census Bureau, by incorporating the SEATS method into the X-12-ARIMA seasonal adjustment program.

The X13 procedure generalizes the older X11 and X12 procedures and includes the following features:

  • US Bureau of the Census X-13ARIMA-SEATS seasonal adjustment program

  • support for the X-12 ARIMA method

  • support for the X-11 ARIMA method

  • all the features of the Census Bureau program

  • processing of any number of variables at once with no maximum length for a series

  • decomposition of monthly or quarterly series into seasonal, trend, trading day, and irregular components

  • multiplicative, additive, pseudo-additive, and log additive forms of the decomposition

  • support for regARIMA modeling

  • automatic identification of outliers

  • support for TRAMO-based automatic model selection

  • support for sliding spans analysis

  • use of regressors to process missing values within the span of the series

  • computation of tests for stable, moving, and combined seasonality

  • spectral analysis of original, seasonally adjusted, and irregular series

  • ability to project seasonal component one year ahead, which enables reintroduction of seasonal factors for an extrapolated series

  • full control over what is printed or output

Last updated: June 19, 2025