The options specified in PROC X12 control both the tables produced by the procedure and the tables available for output to the OUT= data set specified in the OUTPUT statement.
The displayed output is organized into tables identified by a part letter and a sequence number within the part. The seven major parts of the X12 procedure are as follows:
prior adjustments and regARIMA components (optional)
preliminary estimates of irregular component weights and trading day regression factors (X11 method)
final estimates of irregular component weights and trading day regression factors
final estimates of seasonal, trend cycle, and irregular components
analytical tables
summary measures
charts
Table 38.14 describes the individual tables and charts. “P” indicates that the table is only displayed and is not available for output to the OUT= data set. Data from displayed tables can be extracted into data sets by using the Output Delivery System (ODS). For more information about the SAS Output Delivery System, see the SAS Output Delivery System: User's Guide. For more information about the features of the ODS Graphics system, including the many ways that you can control or customize the plots that are produced by SAS procedures, see Chapter 21: Statistical Graphics Using ODS in SAS/STAT 12.1 User's Guide.
When tables available through the OUTPUT statement are output using ODS, the summary line is included in the ODS output by default. The summary line gives the average, standard
deviation, or total by each period. The value –1 for YEAR
indicates that the summary line is a total; the value –2 for YEAR
indicates that the summary line is an average; and the value –3 for YEAR
indicates that the line is a standard deviation. The value of YEAR
for historical and forecast values is greater than or equal to zero. Thus, a negative value indicates a summary line. You
can suppress the summary line altogether by specifying the NOSUM option in the TABLES statement. However, the NOSUM option also suppresses the display of the summary line in the displayed
table.
“T” indicates that the table is available using the OUTPUT statement, but is not displayed by default; you must request that these tables be displayed by using the TABLES Statement. If there is no notation in the “Notes” column, then the table is available directly using the OUTPUT statement, without specifiying the TABLES statement. If a table is not computed, then it is not displayed; if it is requested in the OUTPUT statement, then the variable in the OUT= data set contains missing values. The actual number of tables displayed depends on the options and statements specified.
Table 38.14: Table Names and Descriptions
Table 
Description 
Notes 

Tables Associated with Model Order Identification 

ModelDescription 
Regression model used in ARIMA model identification 
P 
ACF 
Autocorrelation function 
P 
PACF 
Partial autocorrelation function 
P 
Tables Associated with Automatic Modeling 

UnitRootTestModel 
ARIMA estimates for unit root identification 
P 
UnitRootTest 
Results of unit root test for identifying orders of differencing 
P 
AutoChoiceModel 
Models estimated by automatic ARIMA model selection procedure 
P 
Best5Model 
Best five ARIMA models chosen by automatic modeling 
P 
AutomaticModelChoice 
Comparison of automatically selected model and default model 
P 
FinalModelChoice 
Final automatic model choice 
P 
Diagnostic Tables 

ErrorACF 
Autocorrelation of regARIMA model residuals 
P 
ErrorPACF 
Partial autocorrelation of regARIMA model residuals 
P 
SqErrorACF 
Autocorrelation of squared regARIMA model residuals 
P 
ResidualOutliers 
Outliers of the unstandardized residuals 
P 
ResidualStatistics 
Summary statistics for the unstandardized residuals 
P 
NormalityStatistics 
Normality statistics for regARIMA model residuals 
P 
G 
Spectral analysis of regARIMA model residuals 
P 
Modeling Tables 

MissingExtreme 
Extreme or missing values 
P 
ARMAIterationTolerances 
Exact ARMA likelihood estimation iteration tolerances 
P 
IterHistory 
ARMA iteration history 
P 
OutlierDetection 
Critical values to use in outlier detection 
P 
PotentialOutliers 
Potential outliers 
P 
ARMAIterationSummary 
Exact ARMA likelihood estimation iteration summary 
P 
ModelDescription 
Model description for regARIMA model estimation 
P 
RegParameterEstimates 
Regression model parameter estimates 
P 
RegressorGroupChiSq 
Chisquared tests for groups of regressors 
P 
ARMAParameterEstimates 
Exact ARMA maximum likelihood estimation 
P 
AvgFcstErr 
Average absolute percentage error in withinsample or withoutsample forecasts or backcasts 
P 
Roots 
Seasonal or nonseasonal AR or MA roots 
P 
MLESummary 
Estimation summary 
P 
ForecastCL 
Forecasts, standard errors, and confidence limits 
P 
MV1 
Original series adjusted for missing value regressors 

Sequenced Tables 

A1 
Original series 

A2 
Prioradjustment factors 

A6 
RegARIMA trading day component 

A7 
RegARIMA holiday component 

A8 
RegARIMA combined outlier component 

A8AO 
RegARIMA AO outlier component 

A8LS 
RegARIMA level change outlier component 

A8TC 
RegARIMA temporary change outlier component 

A9 
RegARIMA userdefined regression component 

A10 
RegARIMA userdefined seasonal component 

A19 
RegARIMA outlier adjusted original data 
T 
B1 
Prioradjusted or original series 

C17 
Final weight for irregular components 

C20 
Final extreme value adjustment factors 
T 
D1 
Modified original data, D iteration 
T 
D7 
Preliminary trend cycle, D iteration 
T 
D8 
Final unmodified SI ratios 

D8A 
Seasonality tests 
P 
D9 
Final replacement values for extreme SI ratios 

D9A 
Moving seasonality ratio 
P 
SeasonalFilter 
Seasonal filter statistics for table D10 
P 
D10 
Final seasonal factors 

D10B 
Seasonal factors, adjusted for userdefined seasonal 

D10D 
Final seasonal difference 

D11 
Final seasonally adjusted series 

D11A 
Final seasonally adjusted series with forced yearly totals 

D11F 
Factors applied to get adjusted series with forced yearly totals 

D11R 
Rounded final seasonally adjusted series (with forced yearly totals) 

TrendFilter 
Trend filter statistics for table D12 
P 
D12 
Final trend cycle 

D13 
Final irregular series 

D16 
Combined adjustment factors 

D16B 
Final adjustment differences 

D18 
Combined calendar adjustment factors 

E1 
Original data modified for extremes 

E2 
Modified seasonally adjusted series 

E3 
Modified irregular series 

E4 
Ratios of annual totals 
P 
E5 
Percent changes in original series 

E6 
Percent changes in final seasonally adjusted series 

E6A 
Percent changes (differences) in seasonally adjusted series with forced yearly totals (D11.A) 

E6R 
Percent changes (differences) in rounded seasonally adjusted series (D11.R) 

E7 
Differences in final trend cycle 

E8 
Percent changes (differences) in original series adjusted for calendar factors (A18) 

F2AI 
Summary measures 
P 
F3 
Quality assessment statistics 
P 
F4 
Day of the week trading day component factors 
P 
G 
Spectral analysis 
P 