The X12 Procedure
- Overview
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Getting Started
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SyntaxFunctional SummaryPROC X12 StatementADJUST StatementARIMA StatementAUTOMDL StatementBY StatementCHECK StatementESTIMATE StatementEVENT StatementFORECAST StatementID StatementIDENTIFY StatementINPUT StatementOUTLIER StatementOUTPUT StatementPICKMDL StatementREGRESSION StatementSEATSDECOMP StatementTABLES StatementTRANSFORM StatementUSERDEFINED StatementVAR StatementX11 Statement
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DetailsData RequirementsMissing ValuesSAS Predefined EventsUser-Defined Regression VariablesCombined Test for the Presence of Identifiable SeasonalityComputationsPICKMDL Model SelectionSEATS DecompositionDisplayed Output, ODS Table Names, and OUTPUT Tablename KeywordsUsing Auxiliary Variables to Subset Output Data SetsODS GraphicsOUT= Data SetSEATSDECOMP OUT= Data SetSpecial Data Sets
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ExamplesARIMA Model IdentificationModel EstimationSeasonal AdjustmentRegARIMA Automatic Model SelectionAutomatic Outlier DetectionUser-Defined RegressorsMDLINFOIN= and MDLINFOOUT= Data SetsSetting Regression ParametersCreating an MDLINFO= Data Set for Use with the PICKMDL StatementIllustration of ODS GraphicsAUXDATA= Data Set
- References
The X12 procedure uses the following statements:
PROC X12
options ;
VAR
variables ;
BY
variables ;
ID
variables ;
EVENT
variables < / options > ;
USERDEFINED
variables ;
TRANSFORM
options ;
ADJUST
option ;
IDENTIFY
options ;
PICKMDL
options ;
AUTOMDL
options ;
OUTLIER
options ;
REGRESSION
options ;
INPUT
variables < / options > ;
ARIMA
option ;
ESTIMATE
options ;
X11
options ;
FORECAST
options ;
CHECK
options ;
SEATSDECOMP OUT=
SAS-data-set <options> ;
OUTPUT OUT=
SAS-data-set <YEARSEAS> tablename1 tablename2 … ;
TABLES
tablename1 tablename2 …options ;
The statements used by PROC X12 perform basically the same function as the Census Bureau’s X-12-ARIMA specs (specifications). Specs are used in X-12-ARIMA to control the computations and output. The PROC X12 statement performs some of the same functions as the Series spec in the Census Bureau’s X-12-ARIMA software. The ADJUST statement performs some of the same functions as the Transform spec. The ARIMA, AUTOMDL, CHECK, ESTIMATE, FORECAST, IDENTIFY, OUTLIER, PICKMDL, REGRESSION, TRANSFORM, and X11 statements are designed to perform the same functions as the corresponding X-12-ARIMA specs, although full compatibility is not yet available. The Census Bureau documentation X-12-ARIMA Reference Manual (U.S. Bureau of the Census, 2009c) provides added insight to the functionality of these statements. The SEATSDECOMP statement is an experimental statement to provide a SEATS (signal extraction in ARIMA time series) seasonal decomposition for the B1 series that uses the same ARIMA model as is used to model the series. For more information about SEATS, see Gómez and Maravall (1997a, 1997b).