Seasonality Adjustment in Panel Data

[Neha Verma]

Hello,

My panel data has 6 countries and quarterly data from 2000q1 to 2020q4. I want to do seasonality adjustment. Following the link attached I downloaded X-13 ARIMA SEATS seasonal adjustment program and installed package sax12. It works well for single cross section but not for the panel. Is it possible to adjust for seasonality in panel data?

[Justin Niakamal]

Yes, you could always seasonally adjust the series for each country and then append the results. Or use an if qualifier if the syntax supports it.

[Neha Verma]

Hello Justin,

Thank you for your response! I will try what you suggested.

Regards