The X12 Procedure 
Displayed Output/ODS Table Names/OUTPUT Tablename Keywords 
The options specified in PROC X12 control both the tables produced by the procedure and the tables available for output to the OUT= data set specified in the OUTPUT statement.
The displayed output is organized into tables identified by a part letter and a sequence number within the part. The seven major parts of the X12 procedure are as follows:
prior adjustments and regARIMA components (optional)
preliminary estimates of irregular component weights and trading day regression factors (X11 method)
final estimates of irregular component weights and trading day regression factors
final estimates of seasonal, trend cycle, and irregular components
analytical tables
summary measures
charts
Table 32.8 describes the individual tables and charts. "P" indicates that the table is displayed only and is not available for output to the OUT= data set. Data from displayed tables can be extracted into data sets by using the Output Delivery System (ODS). For more information about the features of the ODS Graphics system, including the many ways that you can control or customize the plots produced by SAS procedures, see Chapter 21, Statistical Graphics Using ODS (SAS/STAT User's Guide). For more information about the SAS Output Delivery system, see the SAS Output Delivery System: User's Guide.
When tables available through the OUTPUT statement are output using ODS, the summary line is included in the ODS output by default. The summary line gives the average, standard deviation, or total by each period. The value –1 for YEAR indicates that the summary line is a total; the value –2 for YEAR indicates that the summary line is an average; and the value –3 for YEAR indicates that the line is a standard deviation. The value of YEAR for historical and forecast values will be greater than or equal to zero. Thus, a negative value indicates a summary line. You can suppress the summary line altogether by specifying the NOSUM option in the TABLES statement. However, the NOSUM option also suppresses the display of the summary line in the displayed table.
"T" indicates that the table is available using the OUTPUT statement, but is not displayed by default; you must request that these tables be displayed by using the TABLES Statement. The actual number of tables displayed depends on the options and statements specified. If a table is not computed, it is not displayed.
Table 
Description 
Notes 

IDENTIFY Tables 

ACF 
autocorrelation factors 
P 
PACF 
partial autocorrelation factors 
P 
AUTOMDL Tables 

UnitRootTestModel 
ARIMA estimates for unit root identification 
P 
UnitRootTest 
results of unit root test for identifying orders of differencing 
P 
AutoChoiceModel 
models estimated by automatic ARIMA model selection procedure 
P 
Best5Model 
best five ARIMA models chosen by automatic modeling 
P 
AutomaticModelChoice 
comparison of automatically selected model and default model 
P 
FinalModelChoice 
final automatic model choice 
P 
Modeling Tables 

MissingExtreme 
extreme or missing values 
P 
ARMAIterationTolerances 
exact ARMA likelihood estimation iteration tolerances 
P 
IterHistory 
ARMA iteration history 
P 
OutlierDetection 
critical values to use in outlier detection 
P 
PotentialOutliers 
potential outliers 
P 
ARMAIterationSummary 
exact ARMA likelihood estimation iteration summary 
P 
RegParameterEstimates 
regression model parameter estimates 
P 
RegressorGroupChiSq 
chisquared tests for groups of regressors 
P 
ARMAParameterEstimates 
exact ARMA maximum likelihood estimation 
P 
AvgFcstErr 
average absolute percentage error in within(out)sample fore(back)casts: 
P 
Roots 
(non)seasonal (AR)MA roots 
P 
MLESummary 
estimation summary 
P 
ForecastCL 
forecasts, standard errors, and confidence limits 
P 
MV1 
original series adjusted for missing value regressors 

Sequenced Tables 

A1 
original series 

A2 
prioradjustment factors 

A6 
regARIMA trading day component 

A7 
regARIMA holiday component 

A8 
regARIMA combined outlier component 

A8AO 
regARIMA AO outlier component 

A8LS 
regARIMA level change outlier component 

A8TC 
regARIMA temporary change outlier component 

A9 
regARIMA userdefined regression component 

A10 
regARIMA userdefined seasonal component 

B1 
prioradjusted or original series 

C17 
final weight for irregular components 

C20 
final extreme value adjustment factors 
T 
D1 
modified original data, D iteration 
T 
D7 
preliminary trend cycle, D iteration 
T 
D8 
final unmodified SI ratios 

D8A 
seasonality tests 
P 
D9 
final replacement values for extreme SI ratios 

D9A 
moving seasonality ratio 
P 
D10 
final seasonal factors 

D10B 
seasonal factors, adjusted for userdefined seasonal 

D10D 
final seasonal difference 

D11 
final seasonally adjusted series 

D11A 
final seasonally adjusted series with forced yearly totals 

D11F 
factors applied to get adjusted series with forced yearly totals 

D11R 
rounded final seasonally adjusted series (with forced yearly totals) 

D12 
final trend cycle 

D13 
final irregular series 

D16 
combined adjustment factors 

D16B 
final adjustment differences 

D18 
combined calendar adjustment factors 

E4 
ratios of annual totals 
P 
E5 
percent changes in original series 

E6 
percent changes in final seasonally adjusted series 

E6A 
percent changes (differences) in seasonally adjusted series with forced yearly totals (D11.A) 

E6R 
percent changes (differences) in rounded seasonally adjusted series (D11.R) 

E7 
differences in final trend cycle 

F2AI 
summary measures 
P 
F3 
quality assessment statistics 
P 
F4 
day of the week trading day component factors 
P 
G 
spectral analysis 
P 
Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.