stata目前无法进行X11的季节调整，因此可以考虑先用eviews进行季节处理再用stata做HP滤波

王群勇写的程序
TITLE
      SJ12-2 st0255.  Menu-driven X-12-ARIMA seasonal adjustment...

DESCRIPTION/AUTHOR(S)
      Menu-driven X-12-ARIMA seasonal adjustment in Stata
      by Qunyong Wang, Institute of Statistics and Econometrics,
           Nankai University
         Na Wu, Economics School, Tianjin University of Finance
           and Economics
      Support:  brynewqy@nankai.edu.cn
      After installation, type help sax12, sax12im, sax12diag,
        and sax12del
      Type {cmd:db sax12} to perform X-12-ARIMA seasonal adjustment
      Type {cmd:db sax12im} to import adjusted series into Stata
      Type {cmd:db sax12diag} to make diagnostics table for adjustments
      Type {cmd:db sax12del} to delete the files generated in the
        seasonal adjustment

谢谢，我也只是初学者，根据与同学交流的经验回复了，谢谢你的答案