What’s New in SAS/ETS |

X12 Procedure |

The X12 procedure has many new statements and options. Many of the new features are related to the regARIMA modeling, which is used to extend the series to be seasonally adjusted. A new experimental input and output data set has been added which describes the times series model fit to the series.

The following miscellaneous statements and options are new:

The NOINT option on the AUTOMDL statement suppresses the fitting of a constant term in automatically identified models.

The following tables are now available through the OUTPUT statement: A7, A9, A10, C20, D1, and D7.

The TABLES statement enables you to display some tables that represent intermediate calculations in the X11 method and that are not displayed by default.

The following statements and options related to the regression component of regARIMA modeling are new:

The SPAN= option on the OUTLIER statement can be used to limit automatic outlier detection to a subset of the time series observations.

The following predefined variables have been added to the PREDEFINED option on the REGRESSION statement: EASTER(

*value*), SCEASTER(*value*), LABOR(*value*), THANK(*value*), TDSTOCK(*value*), SINCOS(*value ...*).User-defined regression variables can be included on the regression model by specifying them in the USERVAR=(

*variables*) option in the REGRESSION statement or the INPUT statement.Events can be included as user-defined regression variables in the regression model by specifying them in the EVENT statement. SAS predefined events do not require an INEVENT= data set, but an INEVENT= data set can be specified to define other events.

You can now supply initial or fixed parameter values for regression variables by using the B=(

*value <F> ...*) option in the EVENT statement, the B=(*value <F> ...*) option in the INPUT statement, the B=(*value <F> ...*) option in the REGRESSION statement, or by using the MDLINFOIN= data set in the PROC X12 statement. Some regression variable parameters can be fixed while others are estimated.You can now assign user-defined regression variables to a group by the USERTYPE= option in the EVENT statement, the USERTYPE= option in the INPUT statement, the USERTYPE= option in the REGRESSION statement, or by using the MDLINFOIN= data set in the PROC X12 statement. Census Bureau predefined variables are automatically assigned to a regression group, and this cannot be modified. But assigning user-defined regression variables to a regression group allows them to be processed similarly to the predefined variables.

You can now supply initial or fixed parameters for ARMA coefficients using the MDLINFOIN= data set in the PROC X12 statement. Some ARMA coefficients can be fixed while others are estimated.

The INEVENT= option on the PROC X12 statement enables you to supply an EVENT definition data set so that the events defined in the EVENT definition data set can be used as user-defined regressors in the regARIMA model.

User-defined regression variables in the input data set can be identified by specifying them in the USERDEFINED statement. User-defined regression variables specified in the USERVAR=(

*variables*) option of the REGRESSION statement or the INPUT statement do not need to be specified in the USERDEFINED statement, but user-defined variables specified only in the MDLINFOIN= data set need to be identfied in the USERDEFINED statement.

The following new experimental options specify input and output data sets that describe the times series model:

The MDLINFOIN= and MDLINFOOUT= data sets specified in the PROC X12 statement enable you to store the results of model identification and use the stored information as input when executing the X12 Procedure.

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