Moving from X-12-Arima to X-13Arima-Seats: The UK Experience

• Activity Number: 450
• Type: Topic Contributed
• Date/Time: Wednesday, August 1, 2012 : 8:30 AM to 10:20 AM
• Sponsor: Business and Economic Statistics Section
• Author(s): Gary Brown*+ and Daniel Ayoubkhani
• Companies: Office for National Statistics and Office for National Statistics
• Keywords: Seasonal adjustment ; Office for National Statistics ; X-12-ARIMA ; X-13ARIMA-SEATS

Abstract

In 2011, the UK Government Statistical Service launched a task force to consider the impact of moving from X-12-ARIMA to X-13ARIMA-SEATS on outputs and hence users of UK statistics. The remit of the task force was to quality assure the results from seasonally adjusting and forecasting a range of time series - especially problematic types - using both software packages. The task force consisted of members from seven government departments, and the three devolved administrations of Wales, Scotland and Northern Ireland. Alongside the recommendation to change software, the task force recommended a two year training programme across the UK in the use of the new software for seasonal adjustment. This paper takes the reader through the process of evaluation, the wider assessment of requirements for training, to the mechanisms set-up to improve seasonal adjustment practice across the UK.