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

Select the Advanced tab of the X-11/Y2k Monthly Seasonal Adjustment (Census Method (II) dialog box to access the options described here.

Element Name Description
Seasonal adjust The Seasonal adjust. group box contains two options: Additive and Multiplicative. Select an option to determine which type of seasonal adjustment will be performed (refer to X-11 Census Method II Seasonal Adjustment for details).
Additive Select the Additive option button to perform an additive seasonal adjustment. In short, in the additive model, the seasonal, trend-cycle, and irregular (random) components are assumed to combine in an additive fashion (e.g., the seasonal fluctuation adds $1,000,000 to the sales in the holiday month of December).
Multiplicative Select the Multiplicative option button to perform a multiplicative seasonal adjustment. In the multiplicative model, the seasonal, trend-cycle, and irregular (random) components are thought to combine in a multiplicative fashion (e.g., due to the seasonal component, in December sales increase by 30%, i.e., 1.3 times the baseline).
Dates (start of series) Use the options in the Dates (start of series) group box to determine the start date of the series. The start date not only affects the labeling of the output tables, but can also substantially affect the computations. The X-11 monthly adjustment procedure allows you to adjust the series for fluctuations in the lengths of different months as well as the numbers of different days (i.e., Mondays, Tuesdays, etc.) in each month.
From variable Select the From variable option button to display the standard variable selection dialog, in which you select the variable containing the starting date (i.e., the date stored in this variable in the first case of the respective series will be used as the start date of the series).
Variable Click the Variable button to display the standard variable selection dialog, in which you select or change the variable containing the starting date.
From - Month/Year Select the From Month/Year option button to specify the specific month and year in which the series starts.

Note: Specifying dates. You can type in either four-digit years in the range from 1901 through 2099, or two-digit years in the range from 0 through 99. If you specify a two-digit year less than 20, the respective year will be interpreted as 20xx, where xx stands for the two-digit year (e.g., 11 will be interpreted as 2011); if you specify a two-digit year greater than or equal to 20, then the year will be interpreted as 19xx, where xx stands for the two-digit year (e.g., 55 will be interpreted as 1955).

Summary measures (input is seasonally adjusted) If you select the Summary measures check box, then STATISTICA assumes that the input is already a seasonally adjusted series. In that case, the X-11 procedure can be used to test for residual seasonality and trading-day variation by completing the standard steps in parts B and C of the computations (see X-11 result tables for details). Note that part A and tables E 2, E 4, and E 6, are not applicable in that case; also, table D 11 (final seasonally adjusted series) will be identical to B 1 (the input series), and the final trend-cycle moving average is applied to table D 1.
Prior monthly adjustment factors from variable Select the Prior monthly adjustment factors from variable check box to specify a second series with prior monthly adjustment factors. Prior to the analysis, this series is subtracted from the input series (additive model) or divided into the input series (multiplicative model). When you select this check box, the Currently available variables and transformations dialog box is displayed, in which you select the second series with the prior adjustment factors (from among those in the active work area).
Variable Click the Variable button to display the Currently available variables and transformations dialog box, in which you select or change the second series with the prior adjustment factors (from among those in the active work area).
Prior daily weights When you select the Prior daily weights check box, you can enter the seven weights into the adjacent boxes. Note that STATISTICA automatically adjusts the weights entered here so that they sum to 7.

Different months consist of different numbers of trading days (i.e., Mondays, Tuesdays, etc.), which can greatly affect the monthly values (see X-11 Census Method II Seasonal Adjustment for details). By specifying prior daily weights, the monthly observations can be adjusted so as to reflect the differences in the number of different days in each month (this adjustment can also be performed via least squares regression; see the Trading day regression tab). For example, suppose the input series contains monthly revenues for an amusement park. In this case, you may want to assign greater a priori weights to the Saturdays and Sundays (since most revenue is generated on those days) in order to adjust the monthly series prior to the seasonal decomposition. Note that this option is only available if Multiplicative adjustment is selected (see above).

Include a length of month allowance When the Include a length of month allowance check box is selected, then the differences in the lengths of different months (30-day months, 31-day months, and Februarys) are not used to adjust the daily weights. Consequently, the variability arising from differences in the lengths of months will be included in the trading-day factors. Note that this option is only available (and meaningful) if Prior daily weights (see above) and/or Trading day regression & adjustment (Trading Day Regression tab) are requested, and when Multiplicative adjustment is requested (see above).
Other transformations & plots Click the Other transformations & plots button to display the Transformations of Variables dialog box, which contains options to perform a wide variety of transformations on the data. The transformed series will be appended to the active work area.