x13

X-13, short for X-13ARIMA-SEATS, is a statistical software package used for seasonal adjustment and time-series analysis. It decomposes a time series into trend, seasonal, and irregular components and produces seasonally adjusted data. As the modern successor to X-11 and X-12-ARIMA, X-13 combines the ARIMA-based SEATS approach with traditional X-11 diagnostics to offer flexible modeling and robust seasonal adjustment.

Development and scope: Developed and maintained by the U.S. Census Bureau, X-13ARIMA-SEATS integrates two methodological strands: ARIMA-based modeling for irregular components and a SEATS-like decomposition for seasonal effects. It is widely used in official statistics and academic research to prepare macroeconomic indicators such as GDP, industrial production, and price indices.

Features: It supports monthly and quarterly series, Box-Cox transformations, and calendar effects (trading days, leap years). It provides automatic and user-specified ARIMA modeling, outlier detection and adjustment, seasonal extraction options, and diagnostic tools to assess fit and residuals. The output includes the seasonally adjusted series, the estimated seasonal and irregular components, and diagnostic reports.

Accessibility: X-13ARIMA-SEATS is distributed by the Census Bureau as a standalone executable and through interfaces in several statistical environments, most notably the R seasonal package. It has been adopted by national statistical agencies worldwide for official data revisions and publicly released time series.