Dear list members, I need to change some of the default behavior of the X-12 ARIMA method, but could not find instructions in Gretl manual on how to do it from within Gretl.
I have a monthly survey series (sort of diffusion index) that ranges from 0 to100 and I need to get the seasonal factors. I would think in this sort of time series, additive seasonal factors make more sense than multiplicative seasonal factors. But, when running X-12 ARIMA from within Gretl I could only get the multiplicative seasonal adjustment. Any idea on how should I proceed to get additive seasonal decomposition ? Many thanks. Paulo -- Paulo Gustavo Grahl, CFA ------------------------------------------ pgrahl(a)gmail.com pgrahl(a)fgvmail.br +55(21) 8809-9254 skype:paulo.grahl www.linkedin.com/in/pgrahl ------------------------------------------Dear list members,
I need to change some of the default behavior of the X-12 ARIMA method, but could not find instructions in Gretl manual on how to do it from within Gretl.
I have a monthly survey series (sort of diffusion index) that ranges from 0 to100 and I need to get the seasonal factors. I would think in this sort of time
series, additive seasonal factors make more sense than multiplicative seasonal factors. But, when running X-12 ARIMA from within Gretl I could only get the
multiplicative seasonal adjustment.
Any idea on how should I proceed to get additive seasonal decomposition ?
Many thanks.
Paulo
--
Paulo Gustavo Grahl, CFA
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pgr...@gmail.com
pgr...@fgvmail.br
+55(21) 8809-9254
skype:paulo.grahl
www.linkedin.com/in/pgrahl
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