Example 36.2 Components Estimation—Quarterly Data
This example is similar to Example 36.1, except quarterly data are used. Tables B1, the original series, and D11, the final seasonally adjusted series, are printed
by the TABLES statement. The OUTPUT statement writes the listed tables to an output data set.
data quarter;
input date yyq6. +1 fy35rr 5.2;
format date yyq6.;
datalines;
1971Q1 6.59
... more lines ...
title 'Monthly Retail Sales Data (in $1000)';
proc x11 data=quarter;
var fy35rr;
quarterly date=date;
tables b1 d11;
output out=out b1=b1 d10=d10 d11=d11 d12=d12 d13=d13;
run;
Output 36.2.1: X11 Procedure Quarterly Example
The X11 Procedure
Seasonal Adjustment of - fy35rr
X-11 Seasonal Adjustment Program |
U. S. Bureau of the Census |
Economic Research and Analysis Division |
November 1, 1968 |
|
The X-11 program is divided into seven major parts. |
Part Description |
A. Prior adjustments, if any |
B. Preliminary estimates of irregular component weights |
and regression trading day factors |
C. Final estimates of above |
D. Final estimates of seasonal, trend-cycle and |
irregular components |
E. Analytical tables |
F. Summary measures |
G. Charts |
|
Series - fy35rr |
Period covered - 1st Quarter 1971 to 4th Quarter 1976 |
6.590 |
6.010 |
6.510 |
6.180 |
25.290 |
5.520 |
5.590 |
5.840 |
6.330 |
23.280 |
6.520 |
7.350 |
9.240 |
10.080 |
33.190 |
9.910 |
11.150 |
12.400 |
11.640 |
45.100 |
9.940 |
8.160 |
8.220 |
8.290 |
34.610 |
7.540 |
7.440 |
7.800 |
7.280 |
30.060 |
7.670 |
7.617 |
8.335 |
8.300 |
|
Total: 191.53 Mean: 7.9804 S.D.: 1.9424 |
Output 36.2.2: X11 Procedure Quarterly Example, Table D11
6.877 |
6.272 |
6.222 |
5.956 |
25.326 |
5.762 |
5.836 |
5.583 |
6.089 |
23.271 |
6.820 |
7.669 |
8.840 |
9.681 |
33.009 |
10.370 |
11.655 |
11.855 |
11.160 |
45.040 |
10.418 |
8.534 |
7.853 |
7.947 |
34.752 |
7.901 |
7.793 |
7.444 |
6.979 |
30.116 |
8.025 |
7.960 |
7.966 |
7.969 |
|
Total: 191.51 Mean: 7.9797 S.D.: 1.9059 |