Eviews5 / EViews5 / Example Files / x12 / example8

9 February 1998

Example 8: This example uses the "Unit Auto Sales" series of the
U.S. Bureau of Labor Statistics. The spec file
beauto.spc is for the final "hybrid" model from
Section 5.4 of the article "New Capabilities and
Methods of the X-12-ARIMA Seasonal Adjustment Program"
by D.F. Findley, B.C. Monsell, W.R. Bell, M.C. Otto
and B.C. Chen that appeared in the Journal of Business and
Economic Statistics (1998, 16:127-177). Its AIC
history output from the history spec shows the value
of using the "subjective" preadjustments of the effects
of automobile manufacturers' rebate campaigns to promote
sales (in beauto.v3).

Compare the AIC history before 1985 from this run
with the AIC history from beauto2.spc, which does not
perform the preadjustment. Graphs of the AIC history
are available in X-12-Graph.



# Example 8: beauto.spc

# This is the spec file for the final "hybrid" model.
# The AIC history output from the history spec shows the value of using the
# "subjective" preadjustments (in beauto.v3) of the effects of automobile
# manufacturers' rebates campaigns to promote sales on the "Unit Auto Sales"
# series of the U.S. Bureau of Labor Statistics.

series{
title='BEA unit auto sales : with prior adjustments'
start=1972.jan
data=(
6050 6927 7657 7683 8802 8693 7624 6503 7351 9255 8844 7137
7290 7674 9547 8544 9625 9007 8009 6792 7488 8505 7722 5683
5454 5615 6453 6935 7566 6868 6811 6600 5861 6218 5002 4235
4576 5309 5170 5089 5920 6084 6267 5253 5818 7646 6465 5912
5801 6409 8041 7768 7819 8169 7259 6068 6370 7227 7132 6857
5928 6547 8804 8098 8213 9066 7200 7152 6465 8591 7274 6374
5381 6196 8692 8488 9471 9313 7459 7401 6537 8741 7592 6368
6356 6663 8526 7528 7869 6908 6796 6975 5928 7213 5996 5543
5880 5915 6704 5410 4987 5111 5424 4868 4861 6642 5296 4716
4700 5438 7192 5338 5243 5179 4974 6022 5189 4916 4321 3576
3682 4572 5760 4989 5845 4519 4300 4094 4885 4845 5546 4439
4141 4425 6003 5777 6300 6681 5769 5310 5383 6642 5905 5594
5834 6550 7562 7211 8033 7274 6841 6035 5667 6896 6007 5607
6280 6453 7689 7883 8076 6767 6335 7448 8394 5984 5158 5580
6359 6134 6494 7196 7863 7363 6487 6733 9249 6328 5211 6733
4278 5581 6834 6938 6223 6567 6110 6540 6132 5239 4860 5507
5312 6491 7337 6516 7020 7224 6053 6030 5788 5917 5538 6168
5121 5536 6417
)
}
transform{
function=log
start=1972.jan
file="beauto.adj"
mode=ratio
type=permanent
}
regression{
variables=(const td AO1975.Feb AO1988.Dec)
user=("User.Aug" "User.Sep" "User.Oct" "User.Nov" "User.D&J")
start=1968.jan
file="beauto.v3"
usertype=ao
}
arima{
model=(0 1 1)(0 1 1)
}
check{ }
x11{ }
history{
start=1979.jan
estimates=aic
fixmdl=no
}



# Example 8: beauto0.spc

# This is spec file for the model without preadjustments for the
# "Unit Auto Sales" series of the U.S. Bureau of Labor Statistics.

series{
title='BEA unit auto sales : no prior adjustments'
start=1972.jan
data=(
6050 6927 7657 7683 8802 8693 7624 6503 7351 9255 8844 7137
7290 7674 9547 8544 9625 9007 8009 6792 7488 8505 7722 5683
5454 5615 6453 6935 7566 6868 6811 6600 5861 6218 5002 4235
4576 5309 5170 5089 5920 6084 6267 5253 5818 7646 6465 5912
5801 6409 8041 7768 7819 8169 7259 6068 6370 7227 7132 6857
5928 6547 8804 8098 8213 9066 7200 7152 6465 8591 7274 6374
5381 6196 8692 8488 9471 9313 7459 7401 6537 8741 7592 6368
6356 6663 8526 7528 7869 6908 6796 6975 5928 7213 5996 5543
5880 5915 6704 5410 4987 5111 5424 4868 4861 6642 5296 4716
4700 5438 7192 5338 5243 5179 4974 6022 5189 4916 4321 3576
3682 4572 5760 4989 5845 4519 4300 4094 4885 4845 5546 4439
4141 4425 6003 5777 6300 6681 5769 5310 5383 6642 5905 5594
5834 6550 7562 7211 8033 7274 6841 6035 5667 6896 6007 5607
6280 6453 7689 7883 8076 6767 6335 7448 8394 5984 5158 5580
6359 6134 6494 7196 7863 7363 6487 6733 9249 6328 5211 6733
4278 5581 6834 6938 6223 6567 6110 6540 6132 5239 4860 5507
5312 6491 7337 6516 7020 7224 6053 6030 5788 5917 5538 6168
5121 5536 6417
)
}
transform{
function=log
}
regression{
variables=(const td AO1975.Feb AO1988.Dec)
user=("User.Aug" "User.Sep" "User.Oct" "User.Nov" "User.D&J")
start=1968.jan
file="beauto.v3"
usertype=ao
}
arima{
model=(0 1 1)(0 1 1)
}
check{ }
x11{ }
history{
start=1979.jan
estimates=aic
fixmdl=no
}