SUPPLEMENT TO CENSUS TECHNICAL PAPER NO. 15 THE USES AND FEATURES OF X-11.2 AND X-110.2 by Brian C. Monsell Statistical Research Division Bureau of the Census Washington, DC 20233 January 6, 1989 TABLE OF CONTENTS Chapter 1. How to Use X-11.2 I. Introduction II. The Namelist Feature 5 Table A: Specifications for NLKL Table B : Specifications for NLXOP Table C : Specifications for NLIBL TIL. The Table Storage Option IV. Running X-11.2 : An Interactive X-11.2 Run An Example of an Interactive X-11.2 Run Table B : Content of JAPNIN.DAT EXAMPLE 2: An Interactive X-11.2 Run With Two Series Table F : An Example of an Interactive X-11.2 Run Vith Two Series Table G : Content of LETHTI.DAT EXAMPLE 3: An X-11.2 Run Using Stored Commands Table H : An Example of an X-11.2 Run Using Stored Commands Chapter 2. Uther Enhancements Included in X-11.2 1. Introduction II. Final Combined Adjustment Factors III. New Graphics IV. Woliday Adjustments a4 23 26 Technical questions concerning the X-11.2 and X-119.2 programs may be directed to the author at the address given above, or by calling (301) 763-3957. 29 29 29 2TABLE OF CONTENTS (CONTINUED) Chapter 3. How to Use X-119.2 I. Introduction Pp. 3 TT. The X-119.2 Namelists p. 3L Table I: Specifications for NLX119 p. 32 Table J: Specifications for NLTBLQ p. 35 IIL. Running X-119.2 p. 36 EXAMPLE 4: An Intcractive X-119.2 Run p- 37 Table K : An Example of an Interactive X-119.2 Run p. 39 Bibliography pe 41 Appendix A : Holiday Adjustment of Retail Sales >. Chart. A.1 + Raster Adjustment Por Retail Shoe Sales poke Chart A.2 : Labor Day Adjustment Por Retail Grocery Sales p. A.6 Chart 4.3: Thanksgiving Adjustment For Rating and Dining p. ALT Establishments Appendix B : X-11.2 and X-110.2 Tables (eee Table B.1 : Tables Printed By X-11.2 and X-119.2 p. Bat Table B.2 : Tables Printed For Different Printout Options p. B.3 Appendix G : Contents of X-11.2 and X-119.2 Diskettes p. C.1 Appendix D : A Discussion of the X-11.2 P-Tables and Quality Control Statistics Table D.1 : Veights for Generating Q Table D. References Table D.3 : Sample F-Tables for FIDL 2 wesJAPTER 1 : HOW TO USE X-11.2 I. Introduction X-11.2 is the latest version of the Census X-11 seasonal adjustment program. The progcam was written in Lahey FORTRAN 77 for IBM and compatible microcomputers. Only minor changes, if any, should be needed to make it compatible with PORTRAN 77 compliers for other systems provided Uhey support the NAMELIST feature. The five major enhancements contained in this release are: (a) (b) (c) The incorporation of the sliding spans analysis of seasonal adjustment stability. This is a powerful new diagnostic procedure which compares adjustments obtained from overlapping spans of the series being analyzed. Tf the percentage of months where adjustments vary excessively from span to span (“unstable" adjustments) is too high, it is an indication that, with the options chosen, the program cannot reliably adjust the data. The seasonal movements of some data are so erratic that they cannot be reliably adjusted. The reader is referred to Findley, Monscll, Shulman, and Pugh (1988) for examples of the use of sliding spans diagnostics. NOTE: the sliding spans procedure is computationally intensive. It involves repeating the seasonal adjustment process on smaller spans of data. X-11.2 riins which request a sliding spans analysis should run much slower than X-11.2 Tuns without sliding spans analysis requested. The addition of several other diagnostics to help the user determine the adequacy of a given seasonal adjustment. Many of these originally appeared in X-11-ARIMA, a Seasonal adjustment package developed hy Statistics Canada Among these are an F-test to detect moving seasonal performed after the D8 (final unmodified SI-ratios), which is used vith the traditional F-test for stable seasonality to perform a test of the presence of identifiable seasonality. Users who want more details on this test are referred to Morry and Lothian (1978). The X-11-ARTMA quality control statistics, vhich provide an overall indication of vhether a given seasonal adjustment is acceptable, has glso been incorporated into the Y-11-2 seasonal adjustment, package.” brief description of the diagnostics produced in Tables F2 and F3 of the X-11. output is given in Appendix D; those seeking more information on the Quality Control Statistics are referred to Lothian and Korry (1978). An P-test to detect residual seasonality in the seasonally adjusted data has been added to the output for Table D11 (final seasonally adjusted data) and Table E2 (modified seasonally adjusted data). Spectrum plots of the differenced seasonally adjusted data and the modified irregular series (Table B3) are produced with the graphics option to help the user determine, by examining peaks, if there are residual seasonal or trading day effects. To help inexperienced users, the seasonal filter length recommended by the criterion of Lothian (1984) is now printed out with Table D9.A (year-to-year change in irregualar and seasonal components and moving seasonality ratio) when the program is run with default filters. The improvement of the input procedure, utilizing namelists of options variables to make entering X-11 options easier. The user can now run the program either in an intcractive mode or in a batch mode. Also, the user now has more flexibility with input formats for reading the original data and the prior monthly adjustment factors.