X-13 Toolbox for Seasonal Filtering

Version 1.58 (2,22 Mo) par Yvan Lengwiler
Matlab toolbox providing access to X-13 seasonal adjustment programs of the US Census Bureau.
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Mise à jour 19 mars 2024
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The X-13 Toolbox for Matlab is a shell for interacting with the programs of the US Census Bureau, known as X-13ARIMA-SEATS, that perform seasonal filtering. The X-13 programs are the "industry standard" and are widely used by many statistical agencies and researchers. The toolbox ought therefore to be useful for statisticians or economists who use Matlab, and who lacked access to the standard seasonal adjustment method until now.
The toolbox contains a graphical user interface, called guix, that allows you to perform X-13 computations interactively. This can be useful for novice as well as expert users and is probably to best way to learn about the possibilities of X13.
The toolbox contains a documentation in a PDF as well as demo files that should help you understand how to use the toolbox. The X-13 program has a plethora of specifications one can fiddle around with. The best source to learn this is the original US Census Bureau documentation. Their website also has working papers devoted to this topic (see https://www.census.gov/srd/www/x13as/).
The toolbox supports the X-13ARIMA-SEATS and the X-12-ARIMA programs of the US Census Bureau. The older X-11 program is not supported, though. An approximate version of X-11 is implemented in Matlab as part of this toolbox. In addition, the toolbox contains some other programs that are independent of the Census programs. These programs (x11, method1, fixedseas, seas, camplet) can be used with arbitrary frequencies, not just monthly or quarterly data like the Census programs.
Note: To get the complete functionality the toolbox requires freely available executables from the US Census Bureau in order to run. It attempts to download these executables automatically for you whenever you need one that is not on your harddrive. Of course, that works only if you are online, and it is limited to Windows computers. Versions of these programs for other operating systems are available from the Census website, however, and can easily be installed manually.
Also, the X-12 version of the program is no longer publicly available from the Census website. If you have a local copy of x12a.exe or x12a64.exe, the toolbox still supports it, but you cannot download it anymore.
Please comment below if you find this software useful ... or lacking.

Citation pour cette source

Yvan Lengwiler (2024). X-13 Toolbox for Seasonal Filtering (https://github.com/fengineering-ch/x13tbx/releases/tag/v1.58), GitHub. Extrait(e) le .

Compatibilité avec les versions de MATLAB
Créé avec R2022b
Compatible avec les versions R2012a et ultérieures
Plateformes compatibles
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@x13composite

@x13series

@x13spec

demo

seas

Version Publié le Notes de version
1.58

New source to files that are no longer available. Adjustments to version 1.60 of Census programs.
See release notes for this release on GitHub: https://github.com/fengineering-ch/x13tbx/releases/tag/v1.58
1.54

An incompatibility with x12a.exe from the EViews website has been removed.
1.53

Update reflects the fact that some utilities are no longer available for download from the US Census website. This cause issues with the previous version.
1.51.1

Adapted to version Version 1.1, Build 58 of the US Census programs. Several smaller bug fixes and improvements in the Toolbox as well.
1.51

various bugs fixed
1.50

This is a major update. x11 is completely rewritten and much closer to the original. An approximation of the early Method I of the Census Bureau is now also available. Many improvements have been done to guix and x13spec has been refactored.
1.41

Several bug fixes. Some new tools. Major improvement of x11.m: the new implementation is much closer to the original X-11 procedure of the Census Bureau now.
1.40

Update to Census program version 1.1 built 57. Several updates and a few bugfixes. New EasterDate and makedates utilities. Redesigned guix.
1.35

bug fix, improved documentation file
1.34

several improvements (e.g. better support of seas in guix, new makedates utility) and small bug fixes throughout
1.33

Several programs have been added that do seasonal filtering independently of the Census programs, seas subdirectory. The graphical user interface guix has been thoroughly improved as well.
1.32.1.0

bugfix in yqmd.m
1.32.0.0

Support for datetime class. New auxiliary functions, such as addCDT, addASC, and preadjustOnePeriod; see documentation for fill description.
1.31.0.0

Adaptation to new US Census Version, X-13ARIMA-SEATS Version 1.1 Build 39.
1.30.0.0

New seasonal adjustment CAMPLET algorithm by Abeln and Jacobs provides an alternative to X-13. Also, new function addspectrum, addacf, addpcf for computing correlation functions and spectra in Matlab and adding the results to an x13series object.
1.21.1.0

Further bug fix. (Getting better only incrementally :-)
1.21.0.0

New utility (x13toxls) for exporting a x13series variable into an Excel sheet. Bugfix in x13spec causing entries in regression-user to be sorted (they should not be sorted).
1.20.2.0

Version 1.20.1 had a wrong title in the FEX description. Sorry.
1.20.1.0

Carlos, a user of FEX, has found a small bug that prevents an error message to display correctly. This has been fixed. Also, InstallMissingProgram.m has been extended to cover more tools offered by the US Census Bureau.
1.20.0.0

Better support for user-defined variables to be used in regression ('regression','file' spec). Double precision in reading from and writing to data files.
1.19.0.0

Several improvements here and there.
1.18.1.0

I bad bug has slipped into guix. This is fixed now. Sorry for any inconvenience.
1.18.0.0

Better support for user-defined exogenous variables in regressions. Support for 'byperiod' and 'separate' plots for data that are neither quarterly not monthly.
1.17.6.0

guix provides now access to command line switches for the Census program.
1.17.4.0

Significant improvement of guix. It is now possible to load existing x13series objects and their specifications into guix. There, you can conveniently experiment with the specification, and then send the result back to the main (no-guix) workspace.
1.17.3.0

Buttons for accessing documentation from guix. Bug fix in x13series related to fixedseas.
1.17.2.0

Significant improvement of guix (select the date-range with sliders). Furthermore, be advised that I have slightly altered the definition of the 'X11' in makespec.
1.17.1.0

Improvements to guix.
1.17.0.0

Graphical user interface GUIX for performing seasonal adjustments interactively. Several smaller improvements and some minor bug fixes.
1.16.0.0

Update to Version 1.1 Build 26 of the Census program. Small bugfixes.
1.15.0.0

Significant speed improvement. Series will now be mapped to the first day of month if this is the case for the original data as well. New 'spline' and 'polynomial' options for fixedseas. Improvement of .arima, bugfix in .isLog.
1.14.0.0

Improved backward compatibility. Overloaded version of seasbreaks for x13composite. Several smaller bugfixes and improvements.
1.13.2.0

Sorry. The new seasbreaks program was missing in the last distribution (my bad). I have also added a new property .coef to the x13series class. (Try it out to see what it is.)
1.13.1.0

Correction of a mistake in a demo file. No changes to the programs.
1.13.0.0

New seasbreaks program to identify seasonal breaks. Better support for PICKMDL model files. Integration of fixedseas into x13spec, with fore-/backcast extension before computing trend for simple seasonal adjustment. Various other improvements.
1.12.0.0

Several improvements: Ensuring backward compatibility back to 2012b (possibly farther); Added 'seasma' option to x13; Added RunsSeasma to x13series; other improvements throughout.
1.11.0.0

No change of code. Only change to list of required products (no products besides Matlab are required).
1.10.0.0

Support of 'accessible version' (i.e. tables in HTML) of the x13as.exe program. Several bug fixes. Improved help.
1.9.0.0

Support for the new version 1.1 build 19 of the Census X-13 software of April 2, 2015.
1.8.0.0

Sorry, another bugfix.
1.7.0.0

small bugfix
1.6.0.0

Tables from .out property are more reliably extracted. seasma has more options.
1.5.0.0

seasma now supports fractional periods and multiplicative decomposition
1.4.0.0

major bugfix in x13composite
1.3.0.0

correction of list of required products
1.2.0.0

typo
1.1.0.0

Compatibility issue related to ML 2014b resolved.
Automatic extraction of X-13 tables.
Several smaller bug fixes and improvements.
1.0.0.0

Pour consulter ou signaler des problèmes liés à ce module complémentaire GitHub, accédez au dépôt GitHub.
Pour consulter ou signaler des problèmes liés à ce module complémentaire GitHub, accédez au dépôt GitHub.