The X11 Procedure
- Overview
-
Getting Started
-
Syntax
-
Details
Historical Development of X-11 Implementation of the X-11 Seasonal Adjustment Method Computational Details for Sliding Spans Analysis Data Requirements Missing Values Prior Daily Weights and Trading-Day Regression Adjustment for Prior Factors The YRAHEADOUT Option Effect of Backcast and Forecast Length Details of Model Selection OUT= Data Set The OUTSPAN= Data Set OUTSTB= Data Set OUTTDR= Data Set Printed Output ODS Table Names
-
Examples
- References
| Data Requirements |
The input data set must contain either quarterly or monthly time series, and the data must be in chronological order. For the standard X-11 method, there must be at least three years of observations (12 for quarterly time series or 36 for monthly) in the input data sets or in each BY group in the input data set if a BY statement is used.
For the X-11-ARIMA method, there must be at least five years of observations (20 for quarterly time series or 60 for monthly) in the input data sets or in each BY group in the input data set if a BY statement is used.