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
SAS predefined events are summarized in this section. For complete details about SAS predefined events, see the section "EVENTKEY Statement" in Chapter 9: The HPFEVENTS Procedure in SAS Forecast Server Procedures: User's Guide.
Table 37.11 shows a summary of the SAS predefined event keywords. Table 37.12 lists the holiday date keywords that can be used as SAS predefined events. Table 37.13 lists the seasonal date keywords that can be used as SAS predefined events.
Table 37.11: Definitions for EVENTKEY Predefined Event Keywords
|
Variable Name or |
Description |
Qualifier Options |
|---|---|---|
|
Variable Name Format |
||
|
AO<obs>OBS |
Outlier |
TYPE=POINT VALUE=1 |
|
AO<date>D |
BEFORE=(DURATION=0) |
|
|
AO<datetime>DT |
AFTER=(DURATION=0) |
|
|
LS<obs>OBS |
Level-shift |
TYPE=LS VALUE=1 |
|
LS<date>D |
BEFORE=(DURATION=0) |
|
|
LS<datetime>DT |
AFTER=(DURATION=ALL) |
|
|
TLS<obs>OBS<n> |
Temporary level-shift |
TYPE=LS VALUE=1 |
|
TLS<date>D<n> |
BEFORE=(DURATION=0) |
|
|
TLS<datetime>DT<n> |
AFTER=(DURATION=<n>) |
|
|
NLS<obs>OBS |
Negative level-shift |
TYPE=LS VALUE=–1 |
|
NLS<date>D |
BEFORE=(DURATION=0) |
|
|
NLS<datetime>DT |
AFTER=(DURATION=ALL) |
|
|
CBLS<obs>OBS |
U.S. Census Bureau level-shift |
TYPE=LS VALUE=–1 |
|
CBLS<date>D |
SHIFT=–1 |
|
|
CBLS<datetime>DT |
BEFORE=(DURATION=ALL) |
|
|
AFTER=(DURATION=0) |
||
|
TC<obs>OBS |
Temporary change |
TYPE=TC VALUE=1 |
|
TC<date>D |
BEFORE=(DURATION=0) |
|
|
TC<datetime>DT |
AFTER=(DURATION=ALL) |
|
|
Date pulse |
TYPE=POINT VALUE=1 |
|
|
BEFORE=(DURATION=0) |
||
|
AFTER=(DURATION=0) |
||
|
PULSE=DAY |
||
|
LINEAR |
Polynomial |
TYPE=LIN |
|
QUAD |
trends |
TYPE=QUAD |
|
CUBIC |
TYPE=CUBIC |
|
|
VALUE=1 BEFORE=(DURATION=ALL) |
||
|
AFTER=(DURATION=ALL) |
||
|
The default timing value is the 0 observation. |
||
|
INVERSE |
Trends |
TYPE=INV |
|
LOG |
TYPE=LOG |
|
|
VALUE=1 BEFORE=(DURATION=0) |
||
|
AFTER=(DURATION=ALL) |
||
|
The default timing value is the 0 observation. |
||
|
Seasonal |
TYPE=POINT |
|
|
PULSE= depends on keyword |
||
|
VALUE=1 BEFORE=(DURATION=0) |
||
|
AFTER=(DURATION=0) |
||
|
Timing values are based on keyword. |
Table 37.12: Holiday Date Keywords and Definitions
|
Date Keyword |
Definition |
|
BOXING |
December 26th |
|
CANADA |
July 1st |
|
CANADAOBSERVED |
July 1st, or July 2nd if July 1st is a Sunday |
|
CHRISTMAS |
December 25th |
|
COLUMBUS |
Second Monday in October |
|
EASTER |
Easter Sunday |
|
FATHERS |
Third Sunday in June |
|
HALLOWEEN |
October 31st |
|
LABOR |
First Monday in September |
|
MLK |
Third Monday in January |
|
MEMORIAL |
Last Monday in May |
|
MOTHERS |
Second Sunday in May |
|
NEWYEAR |
January 1st |
|
THANKSGIVING |
Fourth Thursday in November |
|
THANKSGIVINGCANADA |
Second Monday in October |
|
USINDEPENDENCE |
July 4th |
|
USPRESIDENTS |
Third Monday in February (since 1971) |
|
VALENTINES |
February 14th |
|
VETERANS |
November 11th |
|
VETERANSUSG |
Veterans Day date that is observed by |
|
U.S. government for |
|
|
Monday–Friday schedule |
|
|
VETERANSUSPS |
Veterans Day date that is observed by |
|
U.S. government for |
|
|
Monday–Saturday schedule |
|
|
(U.S. Post Office) |
|
|
VICTORIA |
Monday on or preceding May 24th |
Table 37.13: Seasonal Date Keywords and Definitions
|
Date Keyword |
Definition |
|
SECOND_1, …, SECOND_60 |
Specified second |
|
MINUTE_1, …, MINUTE_60 |
Beginning of the specified minute |
|
HOUR_1, …, HOUR_24 |
Beginning of the specified hour |
|
SUNDAY, …, SATURDAY |
All Sundays, and so on, in the time series |
|
WEEK_1, …, WEEK_53 |
First day of the nth week of the year |
|
(PULSE=WEEK.n shifts this date for |
|
|
TENDAY_1, TENDAY_4, |
The first day of the month |
|
…, TENDAY_34 |
|
|
TENDAY_2, TENDAY_5, |
The 11th day of the month |
|
…, TENDAY_35 |
|
|
TENDAY_3, TENDAY_6, |
The 21st day of the month |
|
…, TENDAY_36 |
|
|
SEMIMONTH_1, SEMIMONTH_3, |
The first day of the month |
|
…, SEMIMONTH_23 |
|
|
SEMIMONTH_2, SEMIMONTH_4, |
The 16th day of the month |
|
…, SEMIMONTH_24 |
|
|
JANUARY, …, DECEMBER |
The first day of the specified month |
|
QTR_1, QTR_2, QTR_3, QTR_4 |
The first date of the quarter indicated after the underscore |
|
(PULSE=QTR.n shifts this date for |
|
|
SEMIYEAR_1, SEMIYEAR_2 |
The first date of the semiyear |
|
(PULSE=SEMIYEAR.n shifts this date for |
