The X11 Procedure
- Overview
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Getting Started
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Syntax
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DetailsHistorical Development of X-11Implementation of the X-11 Seasonal Adjustment MethodComputational Details for Sliding Spans AnalysisData RequirementsMissing ValuesPrior Daily Weights and Trading-Day RegressionAdjustment for Prior FactorsThe YRAHEADOUT OptionEffect of Backcast and Forecast LengthDetails of Model SelectionOUT= Data SetThe OUTSPAN= Data SetOUTSTB= Data SetOUTTDR= Data SetPrinted OutputODS 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.