玄一无相 发表于 2014-8-16 21:40 
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南开大学王群勇老师在Stata Journal 上12年第2期发布过一个命令,X12 季节调整模型。你可以去看下。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