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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You are correct. SA Trend(1) show the multiplicative decomposition while SA Trend (2) corresponds to the additive composition.
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.)
Is there an action I can perform to seasonally adjust for a time-series with negative values?
Yes, you try to either add an offset to make every values positive (i.e. move up).
We use NumXL - a time series add-in for excel. Download a free 30-day trial on our website.
It is possible to use this for multiple regression?
"internal error" reported when I click apply.......
is my assumption correct?: SA Trend (1) = Multiplicative decomposition ; SA Trend (2) = Additive decomposition
can anyone reply me please :(
"transform" error when I want to click the apply
Joyce Tuo. Please contact support@numxl.com for help.
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.
Please, contact (support at numxl dot com), they will be able to better help you with this problem.