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Python code to seasonally adjust data using the census X12-ARIMA program: http://www.census.gov/srd/www/x12a/
jborowitz/x12
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This project uses python to read in a .csv file, run it through x12a, and write the output as a .csv file. The main part of the code is x.py. Stata output .csv There MUST be a column titled "date" and it must be readable by python. Python can read a wide variety of date formats, and it's not that hard to change, but the default is to take dates formatted like Jan-1998.o x.py reads in the output.csv file. It also takes an optional second argument which is the name of the output .csv file that contains the seasonally adjusted data from running x12. Stata input .csv After x.py runs, it creates a date column and for each variable in the Stata output .csv file, it has a [var]sa variable, which is the seasonally adjusted series corresponding to that variable. It creates a .csv file that can be read back into Stata x12 options If you want to configure options for x12, check the documentation for x12 and add text to the spc[n] variables in x.py. These variables form the non-data-specific parts of the blocks of text that will be spliced with the NSA data to create the .spc file, which is an input to x12. Note that x12 can produce a lot of different output. By default x.py reads the table "D 11" of the output. It is possible to get the seasonal factors instead by changing "D 11" to "D 10", and it is likely possible to get other outputs, but I've not tested this. adjust.do This .do file, and the .dta file, are an example of how you would use this in stata. To use this on your data in stata, start with adjust.do, and make sure htat your own data exists in the data set to be written to .csv. It is important to have a column called 'date' that will be an appropriately formatted date string when written to .csv. I don't think this has to be in the first column of the .csv, but I wouldn't chance it.
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Python code to seasonally adjust data using the census X12-ARIMA program: http://www.census.gov/srd/www/x12a/
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