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The X12 Procedure

EVENT Statement

EVENT variables < / options > ;

The EVENT statement specifies EVENTs to be included in the regression portion of the regARIMA model. Multiple EVENT statements can be specified. If a MDLINFOIN= data set is not specified, then all variables specified in the EVENT statements are applied to all BY-groups and all time series that are processed. If a MDLINFOIN= data set is specified, then the EVENT statements applies only if no regression information for the BY-group and series is available in the MDLINFOIN= data set. The EVENTs specified in the EVENT statements either must be SAS predefined EVENTs or must be defined in the data set specified in the INEVENT=SAS-data-set option of the PROC X12 statement. For a list of SAS predefined EVENTs, see the section "EVENTKEY Statement" in Chapter 6, "The HPFEVENTS Procedure" (SAS High-Performance Forecasting User’s Guide).

The EVENT statement can also be used to include outlier, level shift, and temporary change regressors that are available as predefined U.S. Census Bureau variables in the X-12-ARIMA program. For example, the following statements specify an additive outlier in January 1970 and a level shift that begins in July 1971:

   proc x12 data=ICMETI seasons=12 start=jan1968;
      event AO01JAN1970D CBLS01JUL1971D;

and the following statements specify an additive outlier in the second quarter 1970 and a temporary change that begins in the fourth quarter 1971:

   proc x12 data=ICMETI seasons=4 start='1970q1';
      event AO01APR1970D TC01OCT1971D;

The following options can appear in the EVENT statement.

B=(value <F> ...)

specifies initial or fixed values for the EVENT parameters. For details about the B= option, see B=(value <F> ...) in the section REGRESSION Statement.

USERTYPE=AO
USERTYPE=CONSTANT
USERTYPE=EASTER
USERTYPE=HOLIDAY
USERTYPE=LABOR
USERTYPE=LOM
USERTYPE=LOMSTOCK
USERTYPE=LOQ
USERTYPE=LPYEAR
USERTYPE=LS
USERTYPE=RP
USERTYPE=SCEASTER
USERTYPE=SEASONAL
USERTYPE=TC
USERTYPE=TD
USERTYPE=TDSTOCK
USERTYPE=THANKS
USERTYPE=USER

For details about the USERTYPE= option, see the USERTYPE= option in the section REGRESSION Statement.

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