SAS/ETS(R) 9.2 User's Guide

The X12 procedure default behavior has changed with regard to leading and trailing missing values. Previously the default was not to trim leading/trailing missing values from the series. This made it difficult to process multiple series within a data set when the series had differing spans. Now the default is to trim leading and trailing missing values. The new NOTRIMMISS option provides the old default behavior; when NOTRIMMISS is specified, PROC X12 automatically generates missing value regressors for any missing value within the span of the series, including leading and trailing missing values.

The following statements and options are new:

• The AUTOMDL statement uses the TRAMO method based on the work of Gomez and Maravall (1997a and 1997b) to automatically select the ARIMA part of a regARIMA model for the time series.

• The OUTLIER statement automatically detects additive, level shift, and temporary change outliers in the time series. After the outliers are identified, the appropriate regression variables are incorporated into the model.

• The MAXITER and TOL options of the ESTIMATE statement provide additional control over the convergence of the nonlinear estimation.

• The ITPRINT and PRINTERR options of the ESTIMATE statement enable you to examine the iterations history of the nonlinear estimation.

• The FINAL and FORCE options of the X11 statement enable you to control the final seasonally adjusted series. The FINAL option specifies whether outlier, level shift, and temporary change effects should be removed from the final seasonally adjusted series. The FORCE option specifies whether or not the yearly totals of final seasonally adjusted series match the totals of the original series.