unfortunately, I cannot figure out how to adjust the seasonal filter in X-13ARIMA-SEATS. No matter which vector I use in the "x11.seasonalma" command, it does not even marginally change the outcome of the sa process.
This is also confirmed by the following. So, when I instruct mysamodel <- x13(myseries, x13_spec(x11.seasonalma="S3X9")), and when I then look into the seasonal filter specification used in mysamodel, it shows that the model still used the default "Msr": mysamodel$decomposition$specification$x11.seasonalma[1] "Msr"
So, how can I adjust x11.seasonalma? Is there a pre-specifiation which I need to adjust first (e.g. for x11.trendma to work, one must specify x11.trendAuto=FALSE first)? Or is there another solution?
Hi,
Indeed there was an error in the code that checks if the specification is correct. This is fixed in the last pull-request (#79).
Thank you for reporting.
Hello,
unfortunately, I cannot figure out how to adjust the seasonal filter in X-13ARIMA-SEATS. No matter which vector I use in the "x11.seasonalma" command, it does not even marginally change the outcome of the sa process.
This is also confirmed by the following. So, when I instruct
mysamodel <- x13(myseries, x13_spec(x11.seasonalma="S3X9"))
, and when I then look into the seasonal filter specification used inmysamodel
, it shows that the model still used the default "Msr":mysamodel$decomposition$specification$x11.seasonalma
[1] "Msr"
So, how can I adjust
x11.seasonalma
? Is there a pre-specifiation which I need to adjust first (e.g. forx11.trendma
to work, one must specifyx11.trendAuto=FALSE
first)? Or is there another solution?Thank you for your help!