Eviews5 / EViews5 / Example Files / x12 / example9

9 February 1998

Example 9: Generates a trend component from seasonally adjusted input.
Instead of performing a seasonal adjustment, the program
estimates a trend component for the series assuming there
is no seasonality in the series (based on a suggestion by
Robert Templeton of Statistics New Zealand).

Use X-12-GRAPH to examine an overlay plot of the trend and
original data. In this case, the original data is the
seasonally adjusted data. (Use the -g execution flag to
make the correct files available for use with X-12-GRAPH.)



# Example 9: strtsnsd.spc

# Generates a trend component from seasonally adjusted input.

series {name='USSTRT'
title='Trend of US Housing Starts From (011)(101) Forcast Extension'
file='USSTRTS.dat'
format="2r"
#This file contain the seasonally adjusted Total U.S. Housing Starts
precision=1
span=(1984.3, )
}
transform {function=log}
arima {model=(0 1 1)(1 0 1)}
regression {
variables=(ls1987.dec tc1990.dec)
# These are the automatically indentified outliers.
}
forecast {}
check {}
x11{ type=trend
sigmalim=(.7 1.0)
trendma=13
# These sigma limits and Henderson trend length are recommended
# by Estela Dagum and Israel's Central Bureau of Statistics for trend
# estimation from a seasonally adjusted series extended by ARIMA forecasts.
print=(b1 c17 d12)
final= ao
}