Seasonal Adjustment Quarterly Data

Hello everyone,

I have a quick question regarding seasonal adjustment in Dynare. I read the manual but am not really sure whether I am doing it correctly as there are too many options.

I have, for instance, quarterly GDP or Investment data that is not seasonally adjusted yet, which I wish to perform. From the manual’s example I take the following code and just adjust the data input:

ts = dseries(y,'1949M1');
o = x13(ts);
o.x11('save','(d11 d10)');;


Now, my question is if I have to take something specific into account because I am working with quarterly and not monthly data or does the algorithm look for a pattern to adjust no matter what frequency it is in?

Thank you so much in advance!

Usually, the software will adjust automatically to the frequency specified, which is monthly given your dseries command

Ok, thank you. This code is from the manual. I define my dseries as quarterly. So this means that I can leave the rest of the code as is?

Thank you so much for your quick reply, as usual :slight_smile:

Yes. But with any type of seasonal adjustment it’s always recommended to inspect the output.