List price: $1995, including the X11ARIMA/88 program from Statistics Canada.
For users who already have licensed copies of X11ARIMA/88, the WinX-11 interface program alone is $1295.
Academic pricing is available; contact the vendor for details.

The program is copy protected.
System requirements: 80486 or better processor, 4 MB RAM, one high density floppy drive, a hard disk with 2 MB of free space, and Microsoft Windows 3.1, or Windows 95.

1. Introduction

WinX-11 is a Windows front end/interface to Statistics Canada's DOS based, command driven X11ARIMA/88 seasonal adjustment program. Rather than having to create command files composed of keywords and numerical codes, the WinX-11 interface allows the user to specify virtually all options available in X11ARIMA/88 simply by making selections from panels containing logical groupings of options. The panels themselves are displayed on four tab selected screens. On the basis of these selections, WinX-11 creates the necessary command files and submits them to X11ARIMA/88 for processing. A fifth tabbed screen allows the X11ARIMA/88 output to be viewed. Since the X11ARIMA/88 program has already been given a detailed review in this journal (see Scott, 1992), this review will focus solely on the WinX-11 interface. The program was exercised on a Dell 90 MHZ Pentium (32 Meg of RAM) running Windows for Workgroups 3.11 and a Swan 166 MHZ Pentium (32 Meg of RAM) running Windows 95.

2. Installation and documentation

The WinX-11 package includes five disks, four relating to WinX-11 itself and the fifth containing the DOS based X11ARIMA/88 program files. Installation is a two step process, the first involving the usual Windows install procedure, i.e., "run a:winstall." The installation program creates a WINX11 directory, copies and expands the necessary files, and creates a WinX-11 program group. It also moves the authorization to use the program from the fourth distribution disk to the user's hard disk. The resulting program group contains three icons, one to start the program, another to access the on-line help, and a third to move the authorization file(s) back to the distribution disk so the program can be run on another machine.

The second stage of the installation involves copying the X11ARIMA/88 program files to the WINX11 directory. The user is required to do this manually. The installation went smoothly although there were some minor discrepancies between the printed documentation and the actual installation process (for example, the documentation indicates that the user can choose the installation directory while the program automatically creates a WINX11 directory and installs to that directory). In addition, I initially needed to experiment with different display resolutions and font sizes in order to see the complete program window (at some resolutions I was unable to see or access the tabbed screens). This appears to be a quirk of my display adapter and not a WinX-11 problem.

Both printed and on-line documentation are supplied with the package. The printed documentation includes a bound 32 page introduction to the WinX11 interface (containing installation instructions, an overview of how to use the program, and an explanation of the options contained on each of the tabbed screens) as well as the complete 143 page documentation/user's manual supplied with X11ARIMA/ 88. The latter is contained in a loose-leaf binder and includes a 7 page supplement for PC users. The X11ARIMA/88 documentation is very thorough and includes sections on new features, an extensive discussion of the underlying methodology, a user's manual explaining all of the command options, and sample output (however, the data files used to generate the sample output are not included with WinX-11; including them might be useful in order to verify correct operation of the program).

Both the WinX-11 and X11ARIMA/88 documentation are also available on-line, with hot links from the former to the appropriate section of the latter. The printed and on-line Win-X11 documentation is generally good, explaining the options available within each panel of the tabbed screens which control the analysis. However, as is usually the case with version 1.0 software, there are a few discrepancies between the documentation and the actual operation of the program. There are also areas which might be clarified and expanded, specifically those relating to creating series and analysis templates. A step-by-step example (both printed and on-line) of defining series and options templates, importing data, and making a typical multi-series run would be extremely useful. Something to consider for version 1.1

3. The WinX-11 interface

The major strengths of the WinX-11 interface are threefold. First, it provides an easy way to import and convert data files from a wide variety of popular formats into a form usable by X11ARIMA/88 (WinX-11 incorporates a licensed subset of the DBMS-Copy data transfer program). Second, it allows easy specification of virtually all X11ARIMA/88 analysis options. Third, via the series and analysis template feature, it provides a very simple, easy to use batch processing facility.

Upon starting WinX-11, the user is presented with a window which has the Options: Basic (or Input) screen displayed. A set of tabs along the bottom of the window allow the selection of four additional screens-an Options: ARIMA screen, an Options: Related screen, an Output screen, and a View screen. Each tabbed screen, in turn, is divided into a number of separate panels, with each panel containing a logically related group of options controlling various aspects of the analysis. At the top of the window are the usual Windows File, Edit, and Help drop-down menus. Below the drop-down menus are icons for opening a time series, viewing the results file, initiating a run, and accessing help (the number of icons which actually appear differ slightly from those listed in the documentation). Placing the cursor over an icon produces a description of the icon's function at the bottom of the window. To the fight of the icons are three rectangular display areas which indicate the series and analysis templates currently in use. Since this is essentially a review of an interface, each of the screens and panels will be described in some detail.

The Options: Basic screen is divided into five panels. The upper left panel allows series and analysis templates to be defined, selected, added, deleted, or changed. The upper right panel displays the data file name, and indicates the frequency of the data in the file (Monthly or Quarterly) via a "radio button." The format of the data file and the name of the series to be analyzed are selected from dropdown menus. Data entry fields allow the user to specify a title for the run, starting and ending dates for the analysis, and the number of decimal places to be displayed on the output tables. The lower portion of the input screen is divided into three panels, one for selecting the type of decomposition (Multiplicative, Additive, or Log Additive), another relating to the basic ARIMA extrapolation options (Automatic, None, and various combinations of forecasts, backcasts, and extreme replacement options when using user selected rather than program selected ARIMA models). Since the choices within each of these two panels are mutually exclusive, they are selected via radio buttons. The third lower panel is a check box allowing summary information to be produced without actually seasonally adjusting the series.

The Options: Arima screen is divided into two panels, the top one relating to model specification for user supplied models, and the bottom one relating to fitting and forecasting options. In the top panel, check boxes are used to select a transformation of the series prior to ARIMA modeling (None, Logarithmic, Power, or Constant). Drop-down menus and data entry fields allow the user to choose the degree of regular and/or seasonal differencing and the number of regular and/or seasonal AR and/or MA coefficients. The lag associated with each coefficient can also be specified, with gaps allowed (i.e., AR 1, 3, 4). A check box allows the inclusion of a constant. Finally, data entry boxes are provided allowing the user to input starting values for the estimation routine (default values of 0.1 are provided for all coefficients). In the bottom panel four check boxes and entry fields allow the user to specify the forecast horizon (12 months/4 quarters are the defaults), the number of estimation iterations (30 is the default), and critical values for two lack of fit criteria (Chisquare and percentage error, with default values of 5 percent and 15 percent respectively).

The Options: Related screen allows setting the actual seasonal adjustment (as opposed to ARIMA modeling) options. It is divided into 6 panels. The upper left panel contains three check boxes and entry fields which allow the original series to be rescaled (multiplied or divided by a power of 10, selected from a drop-down menu), or permanently or temporarily adjusted using user a supplied series of adjustment factors (the adjustment factor series must be in the same data file as the series being seasonally adjusted). The middle left panel has two check boxes and entry fields to select modifications for extreme values (strike adjustment and sigma limits for graduating extreme values in the seasonal and trend-cycle components). The lower left panel contains four check boxes and a number of entry fields allowing the user to override program selected moving averages for the trend-cycle and seasonal components. The upper right panel contains four check boxes pertaining to trading day adjustments (one for choosing and inputting user selected prior weights, one for computing and applying the trading day regression, one for setting the sigma limits for graduating extremes, and one for including an adjustment for the length of the month). The middle right panel contains two check boxes and entry fields relating to Easter adjustment options, one selecting the type of adjustment and the other selecting exclusion of extreme values. Finally, the lower right panel contains one check box allowing the yearly total adjustment to be selected.

The Output screen contains only 2 panels. In the top panel, a drop-down menu allows the selection of charting options (None, Standard, All). In addition, radio buttons are used to choose between Standard (X11ARIMA/88's predefined table output options) and User Specified output tables. Choosing Standard brings up a drop down menu from which the user can pick Standard, Brief, Short, Analysis, Long or Full printouts. Choosing User Specified produces a drop-down menu listing table groups A through F, the letters corresponding to the A through F analytical steps performed by the X11ARIMA/88 program. Choosing a particular report group results in all possible tables from that group being displayed in a pane in the lower panel (left), from which the user can select (via Add and Remove buttons) just those tables desired (the selected tables show up in a pane on the lower tight). Also in the upper panel is a check box to activate output to a file, with data entry fields to specify the output file format and the specific tables to be output to the file (although an output format can be selected, all file output is actually written in a pre-defined format).

The View screen is essentially a text editor which allows output from a current or prior run to be viewed, edited, and copied via the clipboard to other programs.

4. Ease of use

Using WinX-11 is generally very easy, with one caveat which will be discussed later. The program allows the user to create both series and options templates, the series templates specifying the series to be analyzed and the time span for the analysis, and the options templates specifying the ARIMA, Related (seasonal adjustment), and Output options. Both types of templates can be saved and recalled for later use. In addition, once series and options templates have been created, batch processing can be done by choosing (from drop-down menus) several series templates and an options template for each of the selected series. Batch processing is very flexible. For example, you can mix and match series and options, i.e. you can process the same series several times, each time with a different set of analysis options, or you can process several different series, each with the same, or different options in effect. The only batch processing constraint is that all series to be analyzed must be in the same data file. What's the caveat? The actual process of creating multiple series templates for a data file containing multiple series (as noted, a requirement for batch processing) is a bit confusing and not well documented (setting up options templates or series templates for files containing data on a single series, on the other hand, is quite easy). Once the series and analysis templates are created, the program is very easy to use.

5. Creating templates and datasets: a walkthrough

Since one of the major strengths of the program is the template feature facilitating batch processing, the template creation process will be described in some detail. Suppose you have a spreadsheet file containing three employment variables (for example, totemp, mfgemp, and nmfemp) and want to seasonally adjust all three variables in a single run. To do this, three series templates (and one or more options templates) must be created. To create a series template (called a File Name/Series ID template), the user must choose ADD/DELETE from the template (upper left) panel of the Options: Basic screen and add a new template name (for example tmptot, a template for the total employment series) to the list of available templates (the only template initially available is the default template). Once added, that template must be selected. Next, having selected a named template, the spreadsheet data must be imported and converted into a form usable by X11ARIMA/88. Finally, one of the series in the spreadsheet must be associated with the selected template name.

The necessary data file can be created either by selecting Open Time Series from the File menu or clicking on the Open Time Series icon. This brings up a DBMS Copy style Input Database window allowing the user to select an input database from which to import data. Selecting, for example, a Lotus *WKS file will activate a "spreadsheet grabber" window which allows delineating the data matrix and specifying the row containing the series labels. Next, an Output Database window will appear allowing an output file name to be supplied. This filename must have the extension *.scd in order for X11ARIMA/88 to use it (for example allemp.scd). Next, a window will appear asking for the frequency of the data (monthly or quarterly) and the star-ting month/quarter and year. At this point the Options: Basic screen will appear displaying the data file name in the File Name field of the upper right (time series) panel. The frequency of the observations is also displayed. The user must indicate next, via a drop down menu, the format of the *.scd data file. Although the drop-down menu includes five format choices, the file conversion routine always stores monthly and quarterly data using XIIARIMA188's built-in format 5 (a standard FORTRAN style format). This is undocumented but should be since choosing some of the other formats available on the drop down menu prevents access to the data series in the file (i.e., it appears that the file is empty since no series names appear in the Series ID field). The vendor has indicated that this file format choice, and its potential for confusion, will be eliminated in future versions.

Once the frequency is selected, a drop-down menu in the Series ID field will list all of the series in the data file, allowing the user to select the one to be associated with the series template (tmptot in my example) created earlier. Starting and ending dates for the analysis must be specified in the appropriate entry fields and a descriptive title can be added. This template can be saved for later use (series templates are stored in files with the *.tim extension). So far so good, and pretty straightforward-it goes a lot more quickly than my description reads. The rub comes when trying to create additional templates for other series in the same data file. Rather than simply adding a new template name (for example, tmpmfg), and choosing the new series (for example, mfgemp) from the list of series already in the data file, the user must add a new template and re-read the spreadsheet file (i.e., go through the whole data import process again) thus recreating the *.scd file (making sure to use the same file name as originally used when creating the file the first time). This is rather inefficient, particularly if you need to adjust a large number of series (and hence need to create a large number of series templates) in a batch run. This is the most serious shortcoming of WinX-11 at present.

By accessing the other screens, a variety of ARIMA, Related (seasonal adjustment), and Output options can be specified, based on the choices made in the various panels of each screen. Like series templates, options templates can be saved and subsequently recalled for future use (options files carry a *.set extension). As indicated earlier, once series and options templates are created, batch runs can easily be set up by mixing and matching series and options templates. Batch run set-ups can also be saved in a file (with a *.bct extension) for later use.

6. Exercising WinX-11

The beauty of WinX-11 is that it allows one to rapidly access different analysis options and immediately see (in the View screen) the results of applying that particular set of options. I exercised the program using three separate data files, one containing monthly data on 5 U.S. employment series as well as 2 additional series of prior adjustment factors, another containing quarterly data on 3 measures of regional employment, and a third containing monthly data on a single series-the ubiquitous airline data. Everything worked as advertised (it is relatively easy to verify that WinX-11 is creating the proper command files for submission to X11ARIMA/88 since the generated command files are viewable using a text editor). Note that by choosing inappropriate combinations of options in WinX-11, X11ARIMA/88 (not WinX-11) could be crashed, reinforcing the fact that users still need to be familiar with the X11ARIMA/88 documentation. For example, if you indicate that a user supplied ARIMA model should be used on the Options: Basic screen, but fail to supply one on the Options: ARIMA screen, then X11ARIMA/88 will crash (when X11ARIMA/88 crashes, it does not bring WinX-11 down with it). I did occasionally encounter a WinX-11 lock-up problem when accessing the Options: Basic screen. The vendor was aware of this problem and indicate it has been fixed.

In exercising WinX-11's options, one other shortcoming became apparent. Most users will probably want to use the seasonally adjusted data, and possibly other series created during the seasonal adjustment process, in other programs. At present, there is no easy way to get it there in an immediately usable form. For example, results and series values can be cut from the View screen and pasted into other programs. However, given the formats of the printed output tables, such cutting and pasting is awkward. The user can also choose the option of outputting selected analyses results to a file (which will then be created by X11ARIMA/88 and named SPEF). However, that file is automatically written in X11ARIMA/88's format 5, again making it awkward for cut and paste operations. Thus, it would be extremely useful if WinX-11 included a conversion routine (perhaps DBMS Copy based since some of that source code is already licensed) to convert the SPEF output file to a format specified by the user (i.e. *.wk*, *.XLS, etc.).

7. Conclusion

WinX-11 definitely makes X11ARIMA/88 very easy to use, particularly for the growing population of users unfamiliar with command driven programs. Once series and analysis templates are created, numerous analyses can be completed quickly and effortlessly. There are relatively few nits to be picked. The documentation, like all documentation, needs to be polished a bit, and could (ideally) include a printed "Getting Started" booklet containing a detailed example/walk through. The process of creating multiple series templates could be simplified and made more efficient (the vendor indicated this shortcoming is being addressed). Finally, getting various series (like the seasonally adjusted values) out of the package and into another could be made easier. Other than these minor quibbles, the WinX-11 interface is, pardon the pun, a winner.

Reference