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The X12 Procedure

Acknowledgments: X12 Procedure

The X-12-ARIMA procedure was developed by the Time Series Staff of the Statistical Research Division, U.S. Census Bureau.

Brian Monsell is the primary programmer for the U.S. Census Bureau’s X-12-ARIMA procedure and has been very helpful in the development of PROC X12.

The version of PROC X12 documented here was produced by converting the U.S. Census Bureau’s FORTRAN code to the SAS development language and adding typical SAS procedure syntax. This conversion work was performed by SAS and resulted in the X12 procedure. Although several features were added during the conversion, credit for the statistical aspects and general methodology of the X12 procedure belongs to the U.S. Census Bureau.

The X-12-ARIMA seasonal adjustment program contains components developed from Statistics Canada’s X-11-ARIMA program.

The X-12-ARIMA automatic modeling method is based on the work of Gomez and Maravall (1997a, 1997b).

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