Dear Stata users,
I'm working on a panel dataset, which two credit variables (basically two distinct credit aggregates, measured for different countries between 1950q1 and 2020q1). My time variable starts in 1950q1 and ends in 2020q1. The two credit variables I'm working with are not adjusted for seasonality: so I'd like to get it done, using the sax12 package (which allows us to use the X12 or X13 programs developed by the US Census Bureau).
My panel variable is: code (it associates to each country of my dataset a different code) and my date variable is Date. I would like to do the most basic seasonal adjustment:
The only thing is I would like to do the adjustment for each country individually (ie: I would like to run the sax12 program separately for different values of code).
I'm not sure about to get this done! I tried a few codes but none of them worked out. Would you have any suggestion on how to do this?
Here is quick look at the data (the variables I would like to adjust are publcredit2 and privcredit2):
Example generated by -dataex-. To install: ssc install dataex
clear
input float Date str7 Country float(code rgdp1 grrgdp privcredit2 publcredit3 stirUS1 stirGER1 publcredit2 Fpublcredit3 Rgrratepublcredit3 Lpublcredit3 grratepublcredit3 privcredit1 publcredit1 grrateprivcredit grratepublcredit)
-40 "FRANCE" 1 70.999 . 3.5019214 . . . . . . . . . . . .
-39 "FRANCE" 1 72.78 .025084835 3.660585 . . . . . . . . . . . .
-38 "FRANCE" 1 74.579 .02471838 3.6379185 . . . . . . . . . . . .
-37 "FRANCE" 1 76.4 .02441705 3.7852485 . . . . . . . . . . . .
-36 "FRANCE" 1 76.599 .002604679 3.992077 . . . . . . . . . . . .
-35 "FRANCE" 1 77.201 .007859076 4.2895703 . . . . . . . . . . . .
-34 "FRANCE" 1 78.308 .014339223 4.456733 . . . . . . . . . . . .
-33 "FRANCE" 1 79.098 .01008838 5.046053 . . . . . . . . . . . .
-32 "FRANCE" 1 80.278 .014918206 5.785537 . . . . . . . . . . . .
-31 "FRANCE" 1 79.854 -.005281691 5.850702 . . . . . . . . . . . .
-30 "FRANCE" 1 80.641 .00985552 5.9527 . . . . . . . . . . . .
-29 "FRANCE" 1 80.502 -.0017236882 6.253026 . . . . . . . . . . . .
-28 "FRANCE" 1 81.503 .012434467 6.185028 . . . . . . . . . . . .
-27 "FRANCE" 1 82.843 .01644116 6.440022 . . . . . . . . . . . .
-26 "FRANCE" 1 83.209 .004417963 6.595852 . . . . . . . . . . . .
-25 "FRANCE" 1 84.52 .01575547 7.134173 . . . . . . . . . . . .
-24 "FRANCE" 1 85.703 .013996762 6.96701 . . . . . . . . . . . .
-23 "FRANCE" 1 87.182 .017257228 7.202172 . . . . . . . . . . . .
-22 "FRANCE" 1 88.54 .01557663 7.584663 . . . . 2410 . . . . . . .
-21 "FRANCE" 1 89.186 .007296093 8.080485 2410 . . 3.442857 2483 -.02939992 . . . . . .
-20 "FRANCE" 1 90.382 .013410253 8.222149 2483 1.41 . 3.547143 2669 -.06968902 2410 .030290456 . . . .
-19 "FRANCE" 1 91.692 .014494008 8.258982 2669 1.47 . 3.812857 2832 -.0575565 2483 .07490938 . . . .
-18 "FRANCE" 1 93.059 .014908572 8.437477 2832 2.15 . 4.0457144 2915 -.02847341 2669 .06107156 . . . .
-17 "FRANCE" 1 94.071 .010874833 9.346957 2915 2.5 . 4.1642857 2980 -.02181208 2832 .02930791 . .
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