The X11 Procedure

Preface

X11 Seasonal Adjustment Program information giving credits, dates, and so on

always printed unless NOPRINT

A1

Table A1: original series

A2

Table A2: prior monthly

A3

Table A3: original series adjusted for prior monthly factors

A4

Table A4: prior trading day adjustment factors with and without length of month adjustment

A5

Table A5: original series adjusted for priors

B1

Table B1: original series or original series adjusted for priors

B2

Table B2: trend cycle—centered nn-term moving average

B3

Table B3: unmodified SI ratios

B4

Table B4: replacement values for extreme SI ratios

B5

Table B5: seasonal factors

B6

Table B6: seasonally adjusted series

B7

Table B7: trend cycle—Henderson curve

B8

Table B8: unmodified SI ratios

B9

Table B9: replacement values for extreme SI ratios

B10

Table B10: seasonal factors

B11

Table B11: seasonally adjusted series

B13

Table B13: irregular series

B15

Table B15: preliminary trading day regression

B16

Table B16: trading day adjustment factors derived from regression

B17

Table B17: preliminary weights for irregular component

B18

Table B18: trading day adjustment factors from combined weights

B19

Table B19: original series adjusted for preliminary combined trading day weights

C1

Table C1: original series adjusted for preliminary weights

C2

Table C2: trend cycle—centered nn-term moving average

C4

Table C4: modified SI ratios

C5

Table C5: seasonal factors

C6

Table C6: seasonally adjusted series

C7

Table C7 trend cycle—Henderson curve

C9

Table C9: modified SI ratios

C10

Table C10: seasonal factors

C11

Table C11: seasonally adjusted series

C13

Table C13: irregular series

C15

Table C15: final trading day regression

C16

Table C16: trading day adjustment factors derived from regression

C17

Table C17: final weights for irregular component

C18

Table C18: trading day adjustment factors from combined weights

C19

Table C19: original series adjusted for final combined trading day weights

D1

Table D1: original series adjusted for final weights nn-term moving average

D4

Table D4: modified SI ratios

D5

Table D5: seasonal factors

D6

Table D6: seasonally adjusted series

D7

Table D7: trend cycle—Henderson curve

D8

Table D8: final unmodified SI ratios

D10

Table D10: final seasonal factors

D11

Table D11: final seasonally adjusted series

D12

Table D12: final trend cycle—Henderson curve

D13

Table D13: final irregular series

E1

Table E1: original series modified for extremes

E2

Table E2: modified seasonally adjusted series

E3

Table E3: modified irregular series

E5

Table E5: month-to-month changes in original series

E6

Table E6: month-to-month changes in final seasonally adjusted series

F1

Table F1: MCD moving average

A13

Table A13: ARIMA forecasts

ARIMA statement

A14

Table A14: ARIMA backcasts

ARIMA statement

A15

Table A15: ARIMA extrapolation

ARIMA statement

B14

Table B14: irregular values excluded from trading day regression

C14

Table C14: irregular values excluded from trading day regression

D9

Table D9: final replacement values

PriorDailyWgts

adjusted prior daily weights

TDR_0

final/preliminary trading day regression, part 1

MONTHLY only, TDREGR=ADJUST, TEST

TDR_1

final/preliminary trading day regression, part 2

MONTHLY only, TDREGR=ADJUST, TEST

StandErrors

standard errors of trading day adjustment factors

MONTHLY only, TDREGR=ADJUST, TEST

D9A

year-to-year change in irregular and seasonal components and moving seasonality ratio

StableSeasTest

stable seasonality test

StableSeasFTest

moving seasonality test

KruskalWallisTest

nonparametric test for the presence

of seasonality assuming stability

CombinedSeasonalityTest

summary of results and combined test

for the presence of identifiable seasonality

f2a

F2 summary measures, part 1

f2b

F2 summary measures, part 2

f2c

F2 summary measures, part 3

f2d

I/C ratio for monthly/quarterly span

f2f

average % change with regard to sign and standard deviation over span

E4

differences or ratios of annual totals for original and adjusted series

ChartG1

chart G1

ChartG2

chart G2

CriteriaSummary

criteria summary

ARIMA statement

ConvergeSummary

convergence summary

ArimaEst

ARIMA estimation results, part 1

ArimaEst2

ARIMA estimation results, part 2

Model_Summary

model summary

Ljung_BoxQ

table of Ljung-Box Q statistics

A13

Table A13: ARIMA forecasts

A14

Table A14: ARIMA backcasts

A15

Table A15: ARIMA extrapolation

SPR0A_1

S 0.A sliding spans analysis, number, length of spans

default printing

SpanDates

S 0.A sliding spans analysis: dates of spans

SPR0B

S 0.B summary of F tests for stable and moving seasonality

SPR1_1

S 1.A range analysis of seasonal factors

SPR1_b

S 1.B summary of range measures

SPRXA

2XA.1 breakdown of differences by month or quarter

SPRXB_2

S X.B histogram of flagged observations

SPRXA_2

S X.A.2 breakdown of differences by year

MpdStats

S X.C: statistics for maximum percentage differences

S_X_A_3

S 2.X.3 breakdown summary of flagged observations

SPR7_X

S 7.X sliding spans analysis

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