The X12 Procedure

Assuming that the model in Example 38.2 is satisfactory, a seasonal adjustment that uses forecast extension can be performed by adding the X11 statement to the procedure. By default, the data is forecast one year ahead at the end of the series.

ods output D8A#1=SalesD8A_1;
ods output D8A#2=SalesD8A_2;
ods output D8A#3=SalesD8A_3;
ods output D8A#4=SalesD8A_4;
proc x12 data=sales date=date;
   var sales;
   transform power=0;
   arima model=( (0,1,1)(0,1,1) );
   estimate;
   x11;
run;

title 'Stable Seasonality Test';
proc print data=SalesD8A_1 LABEL;
run;

title 'Nonparametric Stable Seasonality Test';
proc print data=SalesD8A_2 LABEL;
run;

title 'Moving Seasonality Test';
proc print data=SalesD8A_3 LABEL;
run;

title 'Combined Seasonality Test';
proc print data=SalesD8A_4 LABEL NOOBS;
   var _NAME_ Name1 Label1 cValue1;
run;

Table D8A, which contains the seasonality tests, is shown in Output 38.3.1.

The four ODS statements in the preceding example direct output from the D8A tables into four data sets: SalesD8A_1, SalesD8A_2, SalesD8A_3, and SalesD8A_4. It is best to direct the output to four different data sets because the four tables associated with Table D8A have varying formats. The ODS data sets are shown in Output 38.3.2, Output 38.3.3, Output 38.3.4, and Output 38.3.5.