X-11/Y2k Monthly Seasonal Adjustment (Census Method II)

Click the X-11/Y2k (Census 2) - monthly button on the Time Series Analysis Startup Panel to display the X-11/Y2k Monthly Seasonal Adjustment (Census Method II) dialog box, which contains nine tabs: Quick, Advanced, Output, Trading day regression, Extremes, Seasonal factor curves, Trend cycle, Autocorrelations, and Review series.

The arrangement of options is specifically designed to closely follow the terminology and options of the X-11 procedure of the Bureau of the Census (Shiskin, Young, & Musgrave, 1967). Use the options on the X-11/Y2k Monthly Seasonal Adjustment (Census Method II) dialog box to perform X-11 monthly seasonal decomposition, a technique also known as the Census II method (see X-11 Census Method II Seasonal Adjustment for details; see also, Time Series Analysis Index).

Element Name Description
Summary: Seasonal adjustment Click the Summary: Seasonal adjustment button to begin the seasonal decomposition and display a series of spreadsheets and charts. It is expected that you have (1) selected the variable (series) to be analyzed [click on the Variable or Long variable (series) name column to highlight the variable (series) in the active work area]; the successive observations in that series should contain data (e.g., sales, revenue figures, etc.) for consecutive months, (2) specified the starting month of the series (either specify a date variable or enter the respective month and year into the From - Month/Year boxes on the Quick tab), and (3) selected additional options if appropriate (or accepted the defaults).

After the last output table has been displayed (see X-11 Result Tables for a description of the tables produced by this method), STATISTICA automatically appends the following series/components to the active work area:

  • The final seasonal factors (table D 10),
  • The final seasonally adjusted series (D 11),
  • The final trend-cycle component (D 12), and
  • The final irregular series (random component; D 13).

Be sure to Lock all important backups of the original variable (those you want to retain); otherwise, those backups may be overwritten (refer to the section describing the memory management in the active work area). Note that if the display of consecutive results tables is interrupted, then none of these components will be appended to the active work area.

Active work area The Active work area is composed of three columns: Lock, Variable, and Long variable (series) name. For detailed information on the Active work area, see Time Series Analysis - Active Work Area.
Lock Double-click on a transformed variable in the Lock column to lock or unlock the variable in the active work area. An L is listed in the column to indicate that the variable is locked. Locked variables will not be replaced as successive transformations exceed the current maximum number of backups. Note that original (untransformed) variables are always locked, and they cannot be unlocked.
Variable The Variable column contains the short name of the variable(s) currently available for analysis. Click on a variable name in the list to highlight that variable (series) in the Active work area that is to be analyzed For more information, see Active Work Area.
Long variable (series) name When a new (e.g., transformed) variable is appended to the active work area, the Long variables (series) name column will display a new long variable name that consists of the old long variable name (as much of it as will fit) and a brief description of the respective transformation that was performed.
Number of backups per variable (series) The parameter entered in the Number of backups per variable (series) box determines the maximum number of backups (i.e., previous versions of the series) that is kept in the active work area for each variable. After a transformation (or other analysis) is performed on a series, the resulting transformed series (or residuals, forecasts, etc.) will be appended to the active work area, and the values of the series prior to the transformation will be maintained as a backup. When a new transformation is appended and the maximum number of backups for the respective original variable is exceeded, the "oldest" previous backup will be replaced. You can lock a variable (prevent it from being overwritten) by double-clicking on the respective variable in the Lock column. For more details, refer to Active Work Area.
Save vars Click the Save vars button to save the variables (series) in the Active work area into a standard STATISTICA data file. You can save all variables or only selected variables.
Delete Click the Delete button to delete a highlighted transformed variable from the Active work area. Original (untransformed) variables cannot be deleted.
Cancel Click the Cancel button to return to the Time Series Analysis Startup Panel.
Options Click the Options button to display the Options menu.