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Home›Econometrics›X-13ARIMA-SEATS Seasonal Adjustment
Process / pipelineTrend & seasonality

X-13ARIMA-SEATS Seasonal Adjustment

Also known as: X-13ARIMA-SEATS, X-12-ARIMA, Census X-13, Mevsimsel Düzeltme X-13

X-13ARIMA-SEATS is the standard seasonal adjustment program produced by the U.S. Census Bureau, combining RegARIMA pre-adjustment with either the classical X-11 filter or the model-based SEATS signal-extraction algorithm. It is the official tool used by national statistical agencies worldwide — including Eurostat and the U.S. Bureau of Labor Statistics — to remove recurring calendar and seasonal patterns from monthly or quarterly economic time series such as GDP, employment, and retail sales.

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X-13ARIMA-SEATS
ARIMASARIMASTL DecompositionRobust SARIMA model

When to use it

Apply X-13ARIMA-SEATS when you have a monthly or quarterly economic time series of at least four to five years and need to isolate the underlying trend or business-cycle signal from predictable seasonal fluctuations. The series should exhibit stable or evolving seasonality; if seasonality is absent, adjustment adds no value. The method assumes the decomposition model (additive or multiplicative) is correctly specified and that structural breaks are identified as outliers or level-shift regressors. When seasonality is highly nonlinear or the series is daily or weekly, STL decomposition or state-space models may be more appropriate alternatives.

Strengths & limitations

Strengths
  • Industry-standard methodology endorsed by Eurostat, IMF, and national statistical offices, ensuring cross-country comparability
  • Combines model-based SEATS extraction with the proven X-11 filter, offering two complementary decomposition philosophies in one package
  • Automatic outlier detection and trading-day correction via RegARIMA reduce contamination of seasonal estimates by calendar and shock effects
  • Rich built-in diagnostics — M-statistics, spectral analysis, sliding spans — provide formal evidence of adjustment quality
Limitations
  • Designed primarily for monthly and quarterly data; application to other frequencies requires non-standard configurations
  • Requires a reasonably long history (typically 5+ years) to estimate stable seasonal factors
  • Model selection and outlier specification can be sensitive to analyst choices, producing different adjusted series across software implementations
  • Revised seasonal factors when new data arrive, meaning published seasonally adjusted figures are subject to backward revisions

Frequently asked

Should I use the X-11 filter or SEATS for my series?

X-11 is more robust when the series deviates from ARIMA assumptions or contains heavy outlier contamination, because its moving averages are non-parametric. SEATS is preferable when an ARIMA model fits well, as it yields theoretically optimal estimates with minimum revision variance. In practice, both usually give similar results; examine the diagnostics for each and prefer the one with fewer residual-seasonality flags.

How many years of data do I need before running X-13ARIMA-SEATS?

The U.S. Census Bureau recommends a minimum of three years, but five or more years of monthly data (or four-plus years of quarterly data) are needed to estimate seasonal factors reliably and to obtain meaningful sliding-span stability statistics. With shorter series, seasonal estimates are unstable and diagnostics unreliable.

What does the Q statistic tell me and what is a passing value?

The Q statistic is a weighted average of the eleven M-statistics that assess different aspects of adjustment quality — residual seasonality, moving seasonality, irregular-to-trend ratios, and more. A Q value below 1.0 is considered acceptable by Census Bureau guidelines. Values between 1.0 and 1.5 indicate caution; values above 1.5 suggest the adjustment is unsatisfactory and the model specification should be revisited.

Sources

  1. Findley, D. F., Monsell, B. C., Bell, W. R., Otto, M. C., & Chen, B.-C. (1998). New capabilities and methods of the X-12-ARIMA seasonal adjustment program. Journal of Business & Economic Statistics, 16(2), 127–152. DOI: 10.1080/07350015.1998.10524743 ↗

How to cite this page

ScholarGate. (2026, June 2). X-13ARIMA-SEATS Seasonal Adjustment. ScholarGate. https://scholargate.app/en/econometrics/x13-arima-seats

Related methods

ARIMASARIMASTL Decomposition

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Referenced by

Robust SARIMA modelSTL Decomposition

Similar methods

STL DecompositionSARIMA modelSARIMARobust SARIMA modelRobust ARIMA modelSARIMAXARIMA modelBayesian SARIMA Model

Related reference concepts

EconometricsMathematical and Quantitative MethodsEconometric SoftwareTrend AnalysisEM AlgorithmEconometric Modeling

Spotted an issue on this page? Report or suggest a fix →

ScholarGate — X-13ARIMA-SEATS (X-13ARIMA-SEATS Seasonal Adjustment). Retrieved 2026-07-21 from https://scholargate.app/en/econometrics/x13-arima-seats · Dataset: https://doi.org/10.5281/zenodo.20539026
Quick facts
Originator
U.S. Census Bureau; Findley et al.
Year
1998
Type
Non-parametric / model-based hybrid
Subfamily
Trend & seasonality
Software
X-13ARIMA-SEATS (U.S. Census Bureau, free)
Output
Seasonally adjusted series, trend-cycle, irregular component
Related methods
ARIMASARIMASTL Decomposition
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