The X11 Procedure 
ODS Table Names 
PROC X11 assigns a name to each table it creates. You can use these names to reference the table when using the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in the following table.
Note:For monthly and quarterly tables, use the ODS names MonthlyTables and QuarterlyTables; For brevity, only the MonthlyTables are listed here; the QuarterlyTables are simply duplicates. Printing of individual tables can be specified by using the TABLES table_name, which is not listed here. Printing groups of tables is specified in the MONTHLY and QUARTERLY statements by specifying the option PRINTOUT=NONESTANDARDLONGFULL. The default is PRINTOUT=STANDARD.
ODS Table Name 
Description 
Option 

ODS Tables Created by the MONTHLY and QUARTERLY Statements 

Preface 
X11 Seasonal Adjustment Program information giving credits, dates, and so on 
always printed unless NOPRINT 
A1 
Table A1: original series 

A2 
Table A2: prior monthly 

A3 
Table A3: original series adjusted for prior monthly factors 

A4 
Table A4: prior trading day adjustment factors with and without length of month adjustment 

A5 
Table A5: original series adjusted for priors 

B1 
Table B1: original series or original series adjusted for priors 

B2 
Table B2: trend cycle—centered nnterm moving average 

B3 
Table B3: unmodified SI ratios 

B4 
Table B4: replacement values for extreme SI ratios 

B5 
Table B5: seasonal factors 

B6 
Table B6: seasonally adjusted series 

B7 
Table B7: trend cycle—Henderson curve 

B8 
Table B8: unmodified SI ratios 

B9 
Table B9: replacement values for extreme SI ratios 

B10 
Table B10: seasonal factors 

B11 
Table B11: seasonally adjusted series 

B13 
Table B13: irregular series 

B15 
Table B15: preliminary trading day regression 

B16 
Table B16: trading day adjustment factors derived from regression 

B17 
Table B17: preliminary weights for irregular component 

B18 
Table B18: trading day adjustment factors from combined weights 

B19 
Table B19: original series adjusted for preliminary combined trading day weights 

C1 
Table C1: original series adjusted for preliminary weights 

C2 
Table C2: trend cycle—centered nnterm moving average 

C4 
Table C4: modified SI ratios 

C5 
Table C5: seasonal factors 

C6 
Table C6: seasonally adjusted series 

C7 
Table C7 trend cycle—Henderson curve 

C9 
Table C9: modified SI ratios 

C10 
Table C10: seasonal factors 

C11 
Table C11: seasonally adjusted series 

C13 
Table C13: irregular series 

C15 
Table C15: final trading day regression 

C16 
Table C16: trading day adjustment factors derived from regression 

C17 
Table C17: final weights for irregular component 

C18 
Table C18: trading day adjustment factors from combined weights 

C19 
Table C19: original series adjusted for final combined trading day weights 

D1 
Table D1: original series adjusted for final weights nnterm moving average 

D4 
Table D4: modified SI ratios 

D5 
Table D5: seasonal factors 

D6 
Table D6: seasonally adjusted series 

D7 
Table D7: trend cycle—Henderson curve 

D8 
Table D8: final unmodified SI ratios 

D10 
Table D10: final seasonal factors 

D11 
Table D11: final seasonally adjusted series 

D12 
Table D12: final trend cycle—Henderson curve 

D13 
Table D13: final irregular series 

E1 
Table E1: original series modified for extremes 

E2 
Table E2: modified seasonally adjusted series 

E3 
Table E3: modified irregular series 

E5 
Table E5: monthtomonth changes in original series 

E6 
Table E6: monthtomonth changes in final seasonally adjusted series 

F1 
Table F1: MCD moving average 

A13 
Table A13: ARIMA forecasts 
ARIMA statement 
A14 
Table A14: ARIMA backcasts 
ARIMA statement 
A15 
Table A15: ARIMA extrapolation 
ARIMA statement 
B14 
Table B14: irregular values excluded from trading day regression 

C14 
Table C14: irregular values excluded from trading day regression 

D9 
Table D9: final replacement values 

PriorDailyWgts 
adjusted prior daily weights 

TDR_0 
final/preliminary trading day regression, part 1 
MONTHLY only, TDREGR=ADJUST, TEST 
TDR_1 
final/preliminary trading day regression, part 2 
MONTHLY only, TDREGR=ADJUST, TEST 
StandErrors 
standard errors of trading day adjustment factors 
MONTHLY only, TDREGR=ADJUST, TEST 
D9A 
yeartoyear change in irregular and seasonal components and moving seasonality ratio 

StableSeasTest 
stable seasonality test 

StableSeasFTest 
moving seasonality test 

KruskalWallisTest 
nonparametric test for the presence 

of seasonality assuming stability 

CombinedSeasonalityTest 
summary of results and combined test 

for the presence of identifiable seasonality 

f2a 
F2 summary measures, part 1 

f2b 
F2 summary measures, part 2 

f2c 
F2 summary measures, part 3 

f2d 
I/C ratio for monthly/quarterly span 

f2f 
average % change with regard to sign and standard deviation over span 

E4 
differences or ratios of annual totals for original and adjusted series 

ChartG1 
chart G1 

ChartG2 
chart G2 

ODS Tables Created by the ARIMA Statement 

CriteriaSummary 
criteria summary 
ARIMA statement 
ConvergeSummary 
convergence summary 

ArimaEst 
ARIMA estimation results, part 1 

ArimaEst2 
ARIMA estimation results, part 2 

Model_Summary 
model summary 

Ljung_BoxQ 
table of LjungBox Q statistics 

A13 
Table A13: ARIMA forecasts 

A14 
Table A14: ARIMA backcasts 

A15 
Table A15: ARIMA extrapolation 

ODS Tables Created by the SSPAN Statement 

SPR0A_1 
S 0.A sliding spans analysis, number, length of spans 
default printing 
SpanDates 
S 0.A sliding spans analysis: dates of spans 

SPR0B 
S 0.B summary of F tests for stable and moving seasonality 

SPR1_1 
S 1.A range analysis of seasonal factors 

SPR1_b 
S 1.B summary of range measures 

SPRXA 
2XA.1 breakdown of differences by month or quarter 

SPRXB_2 
S X.B histogram of flagged observations 

SPRXA_2 
S X.A.2 breakdown of differences by year 

MpdStats 
S X.C: statistics for maximum percentage differences 

S_X_A_3 
S 2.X.3 breakdown summary of flagged observations 

SPR7_X 
S 7.X sliding spans analysis 
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Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.