SAS/ETS Software

X12 Procedure

BY and ID statements have been added.
The user can control forecasting with the FORECAST statement that has the LEAD option.
In the TRANSFORM statement, some standard Box-Cox transformations can be requested using the FUNCTION= options, which include the values NONE, LOG, SQRT, INVERSE, LOGISTIC, and AUTO.
The X11 statement has been greatly expanded with the addition of the OUTFORECAST, SEASONALMA=, and TRENDMA= options.
The new predefined regression variables available through the REGRESSION PREDEFINED= option are CONSTANT, LOMSTOCK, SEASONAL, TD, TDNOLPYEAR, TD1COEF, and TD1NOPYEAR.
The following new tables are available:
- prior-adjustment factors (A2)
- chi-squared tests for groups of regressors (RegressorGroupChisq)
- average absolute percentage error in win-sample forecasts (AvgFcstErr)
- seasonal MA roots (Roots)
- day of the week trading day component factors (F4).