X12-ARIMA

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.

NOTE. The method is supported only in Windows.