The X12 Procedure

PICKMDL Statement

PICKMDL options ;

The PICKMDL statement uses models specified in the MDLINFOIN= data set to choose a regARIMA model. The MDLINFOIN= data set can include a variable that identifies different models. All observations with the same value for the model identification variable are considered to be relevant to the same model. A single model can be considered to consist of all the observations for a BY group that consists of the BY variables (if any), the _NAME_ variable if it exists, and the MDLVAR= variable. The default variable name that identifies the model is _MODEL_. Example 38.9 demonstrates the use of the PICKMDL statement.

For more information about using the U.S. Census Bureau’s PICKMDL method for model selection, see the section PICKMDL Model Selection .

You can specify the following options in the PICKMDL statement:


specifies the variable in the MDLINFOIN= data set that identifies the models.


specifies the method for choosing the regARIMA model. If you specify METHOD=BEST, the best model is chosen. If you specify METHOD=FIRST, the first acceptable model is chosen.