X-13 ARIMA-SEATS with Dynare

Estimation ML/Bayesian estimation
1

Hi everyone,
I’m working on the data preparation for DSGE estimation and am stuck with the seasonal adjustment procedure with Dynare. I got exactly the same data as the original one with the following code. Any advice or suggestion would be appreciated. Thanks.

load DSGE_VN;
A=dseries(pi_obs,‘1996Q1’);
o=x13(A);
o.x11(‘save’,‘(d11)’);
o.automdl(‘savelog’,‘amd’,‘mixed’,‘no’);
o.run();

2

Can you provide the data and mod-file?

3

Hi professor,
Thank for feedback. Please kindly find the attached files for data and mod file.

DSGE_VN.mat (1.5 KB)
SEAX13.m (309 Bytes)

4

Hi Professor,
Please help me dealing this issue. Thank you so much!

5

The result should be in o.results.d11

6

I found the folder o.results.d11, but I don’t know why I can not open that folder. I suspect that the problem comes from my code.

7

What do you want to do with the data?

8

I want to make seasonal adjustments before doing DSGE estimation.

9

But then you should be able to pass the dseries in the results to the estimation-command.

10

You mean we can integrate dseries into the estimation command instead of doing separately?

11

Try to follow the logic of tests/dates/fs2000.mod · master · Dynare / dynare · GitLab

12

Great help (as always). Thanks Prof.