Compiling X-13ARIMA-SEATS from Source for macOS Monterey

This guide shows how to compile X-13ARIMA-SEATS on macOS Monterey and is essentially an updated version of the excellent guide by Christoph Sax (see here).

1. Install the latest version of gfortran (12.1) from here

2. Download the source code package x13as_asciisrc-v1-1-b59.tar.gz from the Census website. You can find the file under Download -> Linux/Unix Version Archives (Direct Link)

3. Double-click to unpack the file. You should get a directory named x13as_asciisrc-v1-1-b59

4. Go to the x13as_asciisrc-v1-1-b59 directory, open makefile.gf in a text editor and remove the -static option on line 293, which otherwise causes an error. Change the line

      $(LINKER) -static -o $@ $(OBJS) $(LDMAP) $(LIBS) $(LDFLAGS)
   

   to

      $(LINKER) -o $@ $(OBJS) $(LDMAP) $(LIBS) $(LDFLAGS)
   

5. If you downloaded an older version, you might also need to change the following lines

   FC        = /usr/bin/g77
   LINKER    = /usr/bin/g77
   

   to

   FC        = gfortran
   LINKER    = gfortran
   

6. Save the file as makefile.gf

7. Open adpdrg.f in the text editor and change line 409 as follows

        &               'after end of LS sequence (LSS)',T)
   

   to

        &               'after end of LS sequence (LSS)')
   

   otherwise you get an error during the compilation.

   Note: This might not be necessary if you are compiling a newer or an older version than Version 1.1, Build 59. If you are unsure about whether you need to make the change, try to continue with the guide. If you get an error message in step 10 regarding line 409 in adpdrg.f, you will need to make this change to be able to successfully compile it.

8. Open the terminal and install the Xcode command line tools using the following command

   xcode-select --install
   

   Confirm that you want to install the command line tools by clicking on Install in the popup window.

9. In the terminal, go to the downloaded directory

   cd ~/Downloads/x13as_asciisrc-v1-1-b59
   

10. Compile the code using

    make -f makefile.gf
    

11. You can test your compilation in the terminal using

    ./x13as_ascii
    

    If everything went fine, you should get the following error that proves that the binary file is working

    X-13ARIMA-SEATS Seasonal Adjustment Program
    Version Number 1.1 Build 59
    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.
    

12. You can move the newly created x13as_ascii binary file to anywhere you want. To use the binary in Python, you would need to write (in Python)

    import statsmodels.api as sm
    res = sm.tsa.x13_arima_analysis(s, x12path = '~/Downloads/x13as_asciisrc-v1-1-b59/')
    

    where you would also need to define the series s on which you would like to do the seasonal adjustment.

    If you want to install it in your path, you can enter the following command in the terminal

    cp ~/Downloads/x13as_asciisrc-v1-1-b59/x13as_ascii /usr/local/bin/x13as_ascii
    

    Then you don't need to supply the argument x12path to the function, e.g.

    res = sm.tsa.x13_arima_analysis(s)
    

    would suffice.