X12 seasonal adjustment program from census, problem with input file extensions - r

Question

I downloaded the X12 seasonal adjustment program located here: http://www.census.gov/srd/www/x12a/x12downv03_pc.html
I followed the setup and got the setting correct. When I go to select a file to input I have four options for file extensions to import which are ".spc" ".mta" ".dta" and "."
The problem is that I have data in excel and I have searched extensively through search engines and I do cannot figure out a way to get data from excel into one of these formats so I can do a seasonal adjustment on my data. Thanks
ADDED: After converting to a dta file (using R thanks to the comments left below) it looks like the program makes you convert it also to a .spc file as well. Anyone have a lead on how to do this? thanks

Answer 1

My first reaction is to:
(1) export the data from excel in something simple like csv.
(2) import that data into R
(3) use the R library "foreign" to export the data in .dta format.
So with the file "test.csv" containing:
V1,V2
1,2
3,4
5,6
you could do the following to produce "test.dta":
library(foreign)
testdata <- read.csv("test.csv")
write.dta(testdata,"test.dta")
Voila, data in .dta format. Would this work for what you have?

Answer 2

I've only ever used the command-line version of X12, but it sounds like you may be using the windows interface instead? If so the following might not be entirely accurate, but it should be close enough (I hope!).
The .dta and .mta files you refer to are just metafiles containing text lists of either spec files or data files to be processed; in particular the .dta files X12 uses are NOT Stata data format files like those produced by Nathan's R-based answer. It's probably best to ignore using metafiles until you are comfortable enough using the software to adjust a single time series.
You can export your data in tab separated variable format (year month/quarter value) without headings and use that as your data file. You can also use a simple list of data values separated by spaces, tabs, or newlines and then tell X12ARIMA what the start and end dates of the series are in the .spc file.
The .spc file doesn't contain the input data, it's a specification file telling X12 where to find the data file and how you want those data to be processed -- you'll have to write them yourself or create them in Win X-12.
Ideally you should write a separate .spc file for each time series to be adjusted; while you can write a .spc file which invokes many of X12's autoselection and identification procedures, it's usually not a good idea to treat the process as a black box, and a bit of manual intervention in the .spc is often necessary to get a good quality adjustment (and essential if there's a seasonal break involved). I find it helpful to start with a fairly generic skeleton .spc file suitable for your computing environment to begin with and then tweak it from there as appropriate for each series.
If you really want to use a single .spc file to adjust multiple series, then you can provide a list of data files in a .dta file and a single .spc file instructing X12ARIMA how to adjust them, but take care to ensure this is appropriate for your data!
The "Getting started with X-12-ARIMA input files on your PC" document on that site is probably a good place to start reading, but you'll probably end up having to consult the complete reference documentation (in particular Chapters 3 and 7) as well.
Edit postscript:
The UK Office for National Statistics have a draft of their guide to seasonal adjustment with X12ARIMA available online here here (archive.org), and is worth a look. It's a good bit easier to work through than the Census Bureau documentation.

Answer 3

Ryan,
This is not elegant, but it might work for you. In this example I'm trying to replicate the spec file from the Example 3.2 in the Census documentation.
Concatentate the data into one text string, then save this single text string using the MS-DOS (TXT) format under the SAVE AS command. To make the text string, first insert two cells above your column header and in the second one type the following text into it.
series{title=
Next, insert double quotation marks before and after the text in your column header, like this:
"Monthly Retail Sales of Household Appliance Stores"
Directly below the last data row, insert rows of texts that list the model specifications, like the following:
)
start= 1972.jul}
transform{function = log}
regression{variables=td}
indentify[diff=(0,1) sdiff=(0,1)}
So you should have something like the following:
<blank row>
series{title=
"Monthly Retail Sales of Household Appliance Stores"
530
529
...
592
590
start= 1972.jul}
transform{function = log}
regression{variables=td}
indentify{diff=(0,1) sdiff=(0,1)}
For the next instructions I am assuming that the text *series{title=
* appears in cell A2 and that cell B1 is empty. In cell B2, insert the following:
=CONCATENATE(B1,A2," ")
Then copy this formula into every cell down the column to concatentate all of the text in column A into a single cell at the end of column B. Finally, copy the final cell to a new spreadsheet's cell A1 using PASTE SPECIAL/VALUE, and save this spreadsheet using SAVE AS: *TXT(MS-DOS), but change the extension to ".spc".
Good luck (and from the little I read of the Census documentation - you'll need it).