--- In statalist, Ky Tran wrote:
> I don't see X-12-ARIMA in STATA.
I believe you can estimate simple (p,d,q)(P,0,0)_s models with
arima depvar L12.depvar , arima(p,d,q)
for P=1,
arima depvar L12.depvar L24.depvar, arima(p,d,q)
for P=2, etc. by using the lag operator L. Likewise, you can make the
seasonal differences. The real (P,D,Q)_s models would require getting
into the guts of -arima- and mimicking the code to work on the
seasonal part... and -findit x12- does not reveal anybody who has done
this before.
Stas
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