Seasonal Adjustment Factors for Time Series Analyses

The U.S. Census Bureau provides seasonal adjustment factors for 20 different industries. Using SAS, you can directly read in those adjustment factors into your program from the census bureau website. Here is the code:

filename adjf url 'http://www.census.gov/retail/marts/www/download/text/adv44000.txt';
data seasonal_adjustment_factors;
infile adjf firstobs=26;
input year jan feb mar apr may jun jul aug sep oct nov dec;
if year = . then delete;
run;

The output is shown below (in Excel):

In the example above, I'm reading in the seasonal adjustment factors for retail (total). Pick the code for your industry from the list below, and substitute it with the red text in the URL:

Kind Of Business
Retail and Food Services, total - adv44x72
Total (excl. Motor Vehicle) - adv44y72
Retail, total - adv44000
Retail (excl. Motor Vehicle and Parts Dealers) - adv4400a
Motor Vehicle and Parts Dealers - adv44100
Auto, other Motor Vehicle - adv441x0
Furniture and Home Furnishings Stores - adv44200
Electronics and Appliance Stores - adv44300
Building Material and Garden Equipment and Supplies Dealers - adv44400
Food and Beverage Stores - adv44500
Grocery Stores - adv44510
Health and Personal Care Stores - adv44600
Gasoline Stations - adv44700
Clothing and Clothing Accessories Stores - adv44800
Sporting Goods, Hobby, Book, and Music Stores - adv45100
General Merchandise Stores - adv45200
Dept. Stores (ex. leased depts) - adv45210
Miscellaneous Store Retailers - adv45300
Nonstore Retailers - adv45400
Food Services and Drinking Places - adv72200

So stick this code into your time series model, and you should be good to go. Happy programming!