OUTDECOMP= Data Set

The OUTDECOMP= data set contains the variables specified in the BY statement as well as the variables listed below. The OUTDECOMP= data set records the seasonal decomposition/adjustments for each variable specified in a VAR statement (not the CROSSVAR statement).

When the DECOMP statement TRANSPOSE=NO option is omitted or specified explicitly, the variable names are related to decomposition/adjustments specified in the DECOMP statement and the variable values are related to the ID statement INTERVAL= option and the PROC TIMESERIES statement SEASONALITY= option.

_NAME_

variable name

_MODE_

mode of decomposition

_TIMEID_

time ID values

_SEASON_

seasonal index

ORIGINAL

original series values

TCC

trend-cycle component

SIC

seasonal-irregular component

SC

seasonal component

SCSTD

seasonal component standard errors

TCS

trend-cycle-seasonal component

IC

irregular component

SA

seasonally adjusted series

PCSA

percent change seasonally adjusted series

TC

trend component

CC

cycle component

The preceding decomposition components are computed for each time period.

When the DECOMP statement TRANSPOSE=YES option is specified, the variable values are related to decomposition/adjustments specified in the DECOMP statement and the variable names are related to the ID statement INTERVAL= option, the PROC TIMESERIES statement SEASONALITY= option, and the DECOMP statement NPERIODS= option.

_NAME_

variable name

_MODE_

mode of decomposition name

_COMP_

decomposition component name

_LABEL_

decomposition component label

PERIODt

decomposition component value for time period t