The X11 Procedure
- Overview
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Getting Started
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Syntax
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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
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Examples
- References
| Missing Values |
Missing values at the beginning of a series to be adjusted are skipped. Processing starts with the first nonmissing value and continues until the end of the series or until another missing value is found.
Missing values are not allowed for the DATE= variable. The procedure terminates if missing values are found for this variable.
Missing values found in the PMFACTOR= variable are replaced by 100 for the multiplicative model (default) and by 0 for the additive model.
Missing values can occur in the output data set. If the time series specified in the OUTPUT statement is not computed by the procedure, the values of the corresponding variable are missing. If the time series specified in the OUTPUT statement is a moving average, the values of the corresponding variable are missing for the first n and last n observations, where n depends on the length of the moving average. Additionally, if the time series specified is an irregular component modified for extremes, only the modified values are given, and the remaining values are missing.