Regression Files for

User-defined Holidays in X-13

All files below are text files that can be downloaded to your computer for use in X-13. You will need to have the file with the holiday regressors in the same directory as your X-13 input specification file (.spc file).

You will need to combine the regression commands below with any regression commands already present in your input specification file. For example, if you already have a regression spec with outliers listed in a "variables" argument, you will need to copy the arguments inside the regression spec listed below into the regression spec in your X-13 input specification file, being careful not to duplicate arguements.

Diwali

Around the world, Diwali is celebrated in many different ways, and the accompanying festivals may last for several days. Diwali is a festival of lights, but in many places it is also a time for giving gifts.

Regressors below are based on the file diwali50.txt with dates as listed on timeanddate.com.

For monthly series:

• Diwali only with associated regression commands
• Diwali and one day before with associated regression commands
• Diwali, one day before, and two days after with associated regression commands
• Diwali, one day before, and four days after with associated regression commands
• Three days before Diwali, Diwali, and four days after with associated regression commands

There are no files for quarterly series. Diwali always falls in Quarter 4.

Easter Monday (Roman Catholic and Protestant)

Regressors for the days before Easter are included in X-13. However, in many countries, the day after Easter (Easter Monday) is a holiday, and these regressors are not included with the Easter regressor included in X-13.

Regressors below are based on the file easter150.txt with dates as listed on timeanddate.com.

For monthly series:

• Easter Monday with associated regression commands
• Easter Monday and Tuesday with associated regression commands

For quarterly series:

• Easter Monday with associated regression commands
• Easter Monday and Tuesday with associated regression commands

Eid al-Fitr

Eid-al-Fitr (also written as Eid ul-Fitr, Id-ul-Fitr, Eid) is the first day of the Islamic month of Shawwal. It marks the end of Ramadan, which is a month of fasting and prayer. Therefore, Eid al-Fitr is also known as the Feast of Fast-Breaking. The feast lasts up to three days in many countries.

From Timeanddate.com "It is not possible to predict the date of Eid-al-Fitr according to the Gregorian calendar accurately. This is because the month of Shawwal begins, and hence the month of Ramadan ends, after a confirmed sighting of the new moon, either in Saudi Arabia or locally. The new moon may be sighted earlier or later in specific locations. Hence, many Muslims in different communities, for example on the east and west coasts of the USA and Canada, may begin the Eid-al-Fitr celebrations on different dates."

For example, in 2021, most countries celebrated Eid al-Fitr beginning on Thursday, May 13. However, Argentina celebrated beginning on Wednesday, May 12. Kenya, India, and Pakistan celebrated beginning on Friday, May 14.

Because many communities use the dates in Saudi Arabia, we have included those dates in the file EidalFitrSaudiArabia70.txt with dates provided by timeanddate.com for Saudi Arabia. Because we are based in the USA, we have also included dates for the USA in the file EidalFitrUSA70.txt with dates provided by timeanddate.com for the USA.

For monthly series, using USA dates:

• The first three days of the month of Shawwal with associated regression commands
• The first eight days of the month of Shawwal with associated regression commands

For quarterly series, using USA dates:

• The first three days of the month of Shawwal with associated regression commands
• The first eight days of the month of Shawwal with associated regression commands

For monthly series, using dates for Saudi Arabia:

• The first three days of the month of Shawwal with associated regression commands
• The first eight days of the month of Shawwal with associated regression commands

For quarterly series, using dates for Saudi Arabia:

• The first three days of the month of Shawwal with associated regression commands
• The first eight days of the month of Shawwal with associated regression commands

Lunar New Year

In the United States, the Lunar New Year is often called Chinese New Year. In China, the Lunar New Year is now called the Spring Festival, and it's typically celebrated from one day before the lunar new year until the seventh day of the new year. In other countries, it may be celebrated for only a day or two.

Regressors below are based on the file LNY120.txt with dates as listed on timeanddate.com.

For monthly series:

• Lunar New Year Day only with associated regression commands
• Lunar New Year Day and one day before (New Year's Eve) with associated regression commands
• Eight full days, from one day before Lunar New Year until the seventh day of the new year with associated regression commands

There are no files for quarterly series. The Lunar New Year always falls in Quarter 1.

Mardi Gras (Ash Wednesday, Roman Catholic and Protestant)

Ash Wednesday marks the beginning of Lent, a time of preparation before Easter, a time that often includes fasting. The holiday of Mardi Gras, French for "Fat Tuesday," is seen as the last chance to feast before Lent begins. The date changes as the Easter holiday changes.

Regressors below are based on the file ashwed150.txt with dates as listed on timeanddate.com These dates are based on the Roman Catholic and Protestant dates for Easter.

For monthly series:

• Mardi Gras (One day before Ash Wednesday) with associated regression commands
• The Saturday before until the Tuesday of Mardi Gras (four days before Ash Wednesday) with associated regression commands

There are no files for quarterly series. Mardi Gras and Ash Wednesday are always in Quarter 1.

Orthodox Easter

Regressors below are based on the file OrthodoxEaster150.txt with dates as listed on timeanddate.com.

For monthly series:

• One day before Orthodox Easter with associated regression commands
• Eight days before Orthodox Easter with associated regression commands
• Fifteen days before Orthodox Easter with associated regression commands
• Orthodox Easter Monday (the day after Easter) with associated regression commands
• Orthodox Easter Monday and Tuesday with associated regression commands

For quarterly series:

• Eight days before Orthodox Easter with associated regression commands
• Fifteen days before Orthodox Easter with associated regression commands

Orthodox Easter is always in Quarter 2, though sometimes with a long enough effect, part of the holiday could be in Quarter 1.

Whit Monday (Roman Catholic and Protestant)

Whit Monday is the day after Pentecost which is seven weeks after Easter. It is a national holiday in some countries.

Regressors below are based on the file pentecost150.txt with dates as listed on timeanddate.com.

For monthly series:

• Whit Monday with associated regression commands
• Whit Monday and Tuesday with associated regression commands

There are no files for quarterly series. Whit Monday is always in Quarter 2.