X-12-ARIMA demonstration in Excel

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  • เผยแพร่เมื่อ 11 ต.ค. 2024
  • In this video, we'll demonstrate how to construct a seasonally adjusted time series, build a regARIMA model and project a forecast in Excel with the help of NumXL and the U.S. Census Bureau program "X-12-ARIMA".
    For more information, visit us at numxl.com/numx...
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ความคิดเห็น • 12

  • @Spiderfinancial
    @Spiderfinancial  11 ปีที่แล้ว

    You are correct. SA Trend(1) show the multiplicative decomposition while SA Trend (2) corresponds to the additive composition.

  • @Spiderfinancial
    @Spiderfinancial  11 ปีที่แล้ว

    What the program tells you is that you data does not exhibits a 12-month or 4-Quarter seasonality. So, I were you, I will try something other than X-12-ARIMA (e.g. Smoothing, ARMA, etc.)

  • @tadhgbutler
    @tadhgbutler 9 ปีที่แล้ว

    Is there an action I can perform to seasonally adjust for a time-series with negative values?

    • @mohamadel-bawab5740
      @mohamadel-bawab5740 7 ปีที่แล้ว

      Yes, you try to either add an offset to make every values positive (i.e. move up).

  • @Spiderfinancial
    @Spiderfinancial  11 ปีที่แล้ว

    We use NumXL - a time series add-in for excel. Download a free 30-day trial on our website.

  • @johnnyme2320
    @johnnyme2320 9 ปีที่แล้ว

    It is possible to use this for multiple regression?

  • @alexhung4575
    @alexhung4575 11 ปีที่แล้ว

    "internal error" reported when I click apply.......

  • @spiker2309
    @spiker2309 11 ปีที่แล้ว

    is my assumption correct?: SA Trend (1) = Multiplicative decomposition ; SA Trend (2) = Additive decomposition
    can anyone reply me please :(

  • @joycetuo7070
    @joycetuo7070 6 ปีที่แล้ว

    "transform" error when I want to click the apply

    • @Spiderfinancial
      @Spiderfinancial  6 ปีที่แล้ว

      Joyce Tuo. Please contact support@numxl.com for help.

    • @mohamadel-bawab5740
      @mohamadel-bawab5740 6 ปีที่แล้ว

      Hello Joyce,
      Thanks for your interest in NumXL, I truly appreciate it.
      Our records show that you have requested a trial key, but have not activated it yet on your machine. I am following up to inquire whether you have encountered an issue or I can be of any assistance to you in this regard. Please, let me know.
      Again, thank you and I look forward to hear back at your earliest convenience.

  • @Spiderfinancial
    @Spiderfinancial  11 ปีที่แล้ว

    Please, contact (support at numxl dot com), they will be able to better help you with this problem.