Obtaining SA forecast with X13-ARIMA-SEATS

Topics: Times Series
Aug 25, 2014 at 3:08 PM
Hi!

With new X13-ARIMA-SEATS it is possible now in IRIS to run a forecast based on the fitted ARIMA model to improve on the seasonal adjustment. It is also possible to obtain the forecast values of the series with the 'x12' command, with forecast series being the last output argument. However, forecast values are only provided for the original series. Is it somehow possible to obtain seasonally adjusted series with corresponding forecast appended?

Best,
Andrey
Coordinator
Aug 26, 2014 at 1:40 AM
Unfortunately, this limitation is not due to IRIS but due to X13 itself. X13-ARIMA-SEATS does not produce/give access to forecasts of the main output series (such as tables d11 with final SA series) -- you can find all the details in X13 documentation.
Marked as answer by jaromirbenes on 8/25/2014 at 6:40 PM
Aug 26, 2014 at 5:15 AM
Thanks for the clarification, Jaromir.