The X12-ARIMA method is a complex procedure for time series seasonal adjustment developed in United States Census Bureau. X12-ARIMA is an improved version of the X11 seasonal adjustment method.
The following features have been added to the method (in comparison with the X11 procedure):
Seasonality types: pseudo-additive seasonality, log-additive seasonality.
Seasonal filter types (moving average): S3x1, S3X15, Stable, X11default.
Uploading series that contain holiday adjustments and contain seasonal component.
Uploading series of spectral frequencies SP1 and SP2, and spectral densities SP1 and SP2.
See also: