X-13ARIMA-SEATS

X-13ARIMA-SEATS, successor to X-12-ARIMA and X-11, is a set of statistical methods for seasonal adjustment and other descriptive analysis of time series data that are implemented in the U.S. Census Bureau's software package.

[13] X-13-ARIMA-SEATS's source code can be found on the Census Bureau's website.

[1] The default method for seasonal adjustment is based on the X-11 algorithm.

[14] The decomposition is accomplished through the iterative application of centered moving averages.

For an additive decomposition of a monthly time series, for example, the algorithm follows the following pattern: The method also includes a number of tests, diagnostics and other statistics for evaluating the quality of the seasonal adjustments.