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
| OUTSTB= Data Set |
The output data set produced by the OUTSTB= option of the PROC X11 statement contains the information in the analysis of variance on table D8 (Final Unmodified S-I Ratios). This analysis of variance, following table D8 in the printed output, tests for stable seasonality (Shiskin, Young, and Musgrave; 1967, Appendix A). These data contain the following variables:
VARNAME, a character variable containing the name of each variable in the VAR list
TABLE, a character variable specifying the table from which the analysis of variance is performed. When ARIMA processing is requested, and two passes of X11 are required (when TDREGR=PRINT, TEST, or ADJUST), Table D8 and the stable seasonality test are computed twice: once in the initial pass, then again in the final pass. Both of these computations are put in the OUTSTB data set and are identified by D18.1 and D18.2, respectively.
SOURCE, a character variable corresponding to the "source" column in the analysis of variance table following Table D8
SS, a numeric variable containing the sum of squares associated with the corresponding source term
DF, a numeric variable containing the degrees of freedom associated with the corresponding source term
MS, a numeric variable containing the mean square associated with the corresponding source term. MS is missing for the source term "Total"
F, a numeric variable containing the F statistic for the "Between" source term. F is missing for all other source terms.
PROBF, a numeric variable containing the significance level for the F statistic. PROBF is missing for the source terms "Total" and "Error."