pythonmacosstatsmodelsseasonal-adjustmentx13

Compile, install X-13ARIMA-SEAT on macOS Apple Silicon (ARM64) and use it in sm.tsa.x13_arima_analysis()

I am struggling to compile and use X-13ARIMA-SEAT on a Mac with an m3 chip, and called it using sm.tsa.x13_arima_analysis(s, x12path='/usr/local/bin/x13as') in statsmodels. Finally, I succeeded and now share the method step by step.

In addition, I would like to know how to use Python libraries such as statsmodels or other seasonal adjustment tools using tramo-seats to seasonally adjust data?

Solution

  • Firstly we can download the X-13ARIMA-SEATS binary from the link SourceForge for macOS Apple Silicon (ARM64) and install it. Here are the detailed steps:

    Step 1: Download X-13ARIMA-SEATS for macOS Apple Silicon

    Download the X-13ARIMA-SEATS binary for macOS Apple Silicon from SourceForge:

    curl -L -o x13as-mac-arm64.tar.gz https://sourceforge.net/projects/gretl/files/x13as/x13as-mac-arm64.tar.gz/download

    Step 2: Unzip the downloaded file

    Unzip the downloaded tar.gz file:

    Bash:

    tar -xzvf x13as-mac-arm64.tar.gz

    Step 3: Move the executable to the system path

    Move the unzipped x13as executable to the /usr/local/bin directory and make sure it has execute permissions:

    Bash:

    sudo mv x13as /usr/local/bin/x13as
sudo chmod +x /usr/local/bin/x13as

    Step 4: Test the installation

    Test that x13as was installed successfully:

    Bash:

    x13as

    If everything went well, we should see the following error message, indicating that the binary worked properly:

    enter image description here

    information on how to run X-13ARIMA-SEATS.
X-13ARIMA-SEATS Seasonal Adjustment Program
Version Number 1.1 Build 61
Execution began Jul 14, 2022 19.38.34
ERROR: Must specify either an input specification file name
(-i infile or infile) or an input metafile name (-m metafile).
See Section 2 of the X-13ARIMA-SEATS Reference Manual for more
information on how to run X-13ARIMA-SEATS.

    Step 5: Use X-13ARIMA-SEATS in Python

    We can use the statsmodels library to call X-13ARIMA-SEATS in Python:

    import statsmodels.api as sm
import pandas as pd
import numpy as np

# Generate test data
np.random.seed(0)
n_periods = 120 # 10 years, 12 months per year
date_range = pd.date_range(start='2010-01-01', periods=n_periods, freq='M')
seasonal_pattern = np.sin(2 * np.pi * date_range.month / 12)
trend = np.linspace(0, 10, n_periods)
noise = np.random.normal(0, 0.5, n_periods)
data = 10 + trend + seasonal_pattern + noise

# Create time series data
s = pd.Series(data, index=date_range)

# Seasonal Adjustment using X-13ARIMA-SEATS
res = sm.tsa.x13_arima_analysis(s, x12path='/usr/local/bin/x13as')

# Print Results
print(res.summary())

# Plot the Original Data and Seasonally Adjusted Data
import matplotlib.pyplot as plt

fig, ax = plt.subplots(figsize=(12, 8))
s.plot(ax=ax, label='Original Data')
res.seasadj.plot(ax=ax, label='Seasonally Adjusted Data')
plt.legend()
plt.title('Seasonal Adjustment using X-13ARIMA-SEATS')
plt.show()

    Out:

    enter image description here

    With these steps, we should be able to successfully install and use X-13ARIMA-SEATS on macOS.

    References:

    https://github.com/jmarbet/x13-compilation