Appendix

Component type allocation of user-defined regressors

In X12-ARIMA and JD+ the user can specify which component an user-defined regressor should be allocated to. The tables show the interrelationship between both software and the algorithm.

Table 1: Allocation of user-defined regressors in default mode
X-12ARIMA spc-file JD+ specification Component type Algorithm table
usertype = td $\text{Regression} \rhd \text{Calendar} \rhd \text{UserDefined}$ - A6
usertype = user
# user = final		 $\text{Regression} \rhd \text{User-defined variables}$ Irregular A8i, A8
usertype = user
# user = final		 Series A9ser, A9
usertype = seasonal Seasonal A8s, A8
usertype = ls Trend A8t, A8
usertype = holiday Undefined A9u
Table 2: Allocation of user-defined regressors in calendar mode
X-12ARIMA spc-file JD+ specification Algorithm table
usertype = td $\text{Regression} \rhd \text{User-defined variables}$ A6
usertype = user
# user = final
usertype = user
# user = final
usertype = seasonal
usertype = ls
usertype = holiday