The X12 Procedure |
Functional Summary |
Table 34.1 summarizes the statements and options that control the X12 procedure.
Description |
Statement |
Option |
---|---|---|
Data Set Options |
||
Specifies the auxiliary data set |
||
Specifies the input data set |
||
Specifies the user defined event definition data set |
||
Specifies regression and ARIMA information |
||
Outputs regression and ARIMA information |
||
Writes summary statistics to an output data set |
||
Writes table values to an output data set |
||
Appends forecasts to OUTPUT OUT= data set |
||
Display Control Options |
||
Suppresses all displayed output |
||
Specifies the plots to be displayed |
||
Specifies the type of spectral plot to be |
||
displayed |
||
Specifies the series for spectral analysis |
||
Displays automatic model information |
||
Specifies the number of lags in regARIMA |
||
model residuals ACF and PACF tables and plots |
||
Displays regARIMA model residuals |
||
information |
||
Displays the iterations history |
||
Displays information about restarted iterations |
||
Specifies the differencing used in the ARIMA model identification ACF and PACF tables and plots |
||
Specifies the seasonal differencing used in the ARIMA model identification ACF and PACF tables and plots |
||
Specifies the number of lags in ARIMA model |
||
identification ACF and PACF tables and plots |
||
Displays regression model parameter estimates |
||
Requests tables that are not displayed by |
||
default |
||
Specifies that the summary line not be |
||
displayed |
||
Date Information Options |
||
Specifies the date variable |
||
Specifies the date of the first observation |
||
Specifies the beginning or ending date or both of the subset |
||
Specifies the interval of the time series |
||
Specifies the interval of the time series |
||
Declaring the Role of Variables |
||
Specifies BY-group processing |
||
Specifies identifying variables |
||
Specifies the variables to be seasonally adjusted |
||
Specifies the user-defined variables that are |
||
available for regression |
||
Controlling the Table Computations |
||
Suppresses trimming of leading and trailing missing values (if they exist) |
||
Transforms or prior-adjusts the series |
||
Transforms or prior-adjusts the series |
||
Adjusts the series by using a predefined |
||
adjustment variable |
||
Specifies the maximum number of iterations for estimating AR and MA parameters |
||
Specifies the convergence tolerance for |
||
nonlinear estimation |
||
Specifies the number of forecasts to extend the series for seasonal adjustment |
||
Specifying Outlier Detection Options |
||
Specifies automatic outlier detection |
||
Specifies the span for outlier detection |
||
Specifies the outlier types to be detected |
||
Specifies the critical values for outlier detection |
||
Specifies the critical values for AO outlier |
||
detection |
||
Specifies the critical values for LS outlier |
||
detection |
||
Specifies the critical values for TC outlier |
||
detection |
||
Specifying the Regression Model |
||
Specifies predefined regression variables |
||
Specifies user-defined regression variables |
||
Specifies user-defined regression variables |
||
Specifies user defined event regression |
||
variables |
||
Specifying the ARIMA Model |
||
Uses the X-12-ARIMA TRAMO-based |
||
method to choose a model |
||
Specifies the ARIMA part of the model |
||
Specifying Automatic Model Detection |
||
Options |
||
Specifies the maximum orders of ARMA |
||
polynomials |
||
Specifies the maximum orders of differencing |
||
Specifies the fixed orders of differencing |
||
Suppresses fitting of a constant parameter |
||
Specifies the preference for balanced models |
||
Specifies Hannan-Rissanen initial estimation |
||
Specifies default model acceptance based on Ljung-Box Q |
||
Specifies the acceptance value for Ljung-Box Q |
||
Specifies the percentage to reduce outlier |
||
critical value |
||
Specifies the critical value for ARMA |
||
coefficients |
||
Model Diagnostics |
||
Examines the regARIMA model residuals |
||
Specifying Seasonal Adjustment Options |
||
Specifies seasonal adjustment |
||
Specifies the mode of seasonal adjustment |
||
decomposition |
||
Specifies the seasonal filter |
||
Specifies the sigma limits |
||
Specifies the Henderson trend filter |
||
Specifies the D11 calculation method |
||
Specifies the adjustment factors to remove |
||
from final seasonally adjusted series |
||
Specifies a method for reconciling the |
||
seasonally adjusted series to the |
||
original series |
Copyright © SAS Institute, Inc. All Rights Reserved.