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
| The OUTSPAN= Data Set |
The OUTSPAN= option is specified in the PROC statement, and writes the sliding spans results to the specified output data set. The OUTSPAN= data set contains the following variables:
A1, a numeric variable that is a copy of the original series truncated to the current span. Note that overlapping spans will contain identical values for this variable.
C18, a numeric variable that contains the trading-day factors for the seasonal adjustment for the current span
D10, a numeric variable that contains the seasonal factors for the seasonal adjustment for the current span
D11, a numeric variable that contains the seasonally adjusted series for the current span
DATE, a numeric variable that contains the date within the current span
SPAN, a numeric variable that contains the current span. The first span is the earliest span—that is the one with the earliest starting date.
VARNAME, a character variable containing the name of each variable in the VAR list. A separate sliding spans analysis is performed on each variable in the VAR list.