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
Statistical procedures use ODS Graphics to create graphs as part of their output. ODS Graphics is described in detail in Chapter 21: Statistical Graphics Using ODS in SAS/STAT 13.2 User's Guide.
Before you create graphs, ODS Graphics must be enabled (for example, with the ODS GRAPHICS ON statement). For more information about enabling and disabling ODS Graphics, see the section "Enabling and Disabling ODS Graphics" in that chapter.
The overall appearance of graphs is controlled by ODS styles. Styles and other aspects of using ODS Graphics are discussed in the section "A Primer on ODS Statistical Graphics" in that chapter.
This section describes the use of ODS for creating graphics with the X12 procedure.
The graphs available through ODS Graphics are ACF plots, PACF plots, a residual histogram, spectral graphs, and forecasting plots. ACF and PACF plots for regARIMA model identification are not available unless the IDENTIFY statement is used. ACF plots, PACF plots, the residual histogram, and the residual spectral graph for diagnosis of the regARIMA model residuals are not available unless the CHECK statement is used. Forecasting plots are not available unless the FORECAST statement is used. A spectral plot of the original series is always available; however, additional spectral plots are provided when the X11 statement and CHECK statement are used. When ODS Graphics is not enabled, the ACF, PACF, and spectral analysis are displayed as columns of a table. The residual histogram is available only when ODS Graphics is enabled. To obtain a table that contains values related to the residual histogram, use the ODS OUTPUT statement.
PROC X12 assigns a name to each graph it creates by using ODS. You can use these names to selectively reference the graphs. The names are listed in Table 37.15.
Table 37.15: ODS Graphs Produced by PROC X12
|
ODS Graph Name |
Plot Description |
PROC X12 PLOTS= Option |
|---|---|---|
|
ACFPlot |
Autocorrelation of regression residuals |
SERIES(ACF) |
|
ErrorACFPlot |
Autocorrelation of regARIMA model residuals |
RESIDUAL(ACF) |
|
ErrorPACFPlot |
Partial autocorrelation of regARIMA model residuals |
RESIDUAL(PACF) |
|
ForecastsOnlyPlot |
Forecasts only of the original series |
FORECAST(FORECASTONLY) |
|
ForecastsOnlyPlot |
Forecasts only of the transformed series |
FORECAST(TRANSFORECASTONLY) |
|
ForecastsPlot |
Forecasts of the original series |
FORECAST(FORECAST) |
|
ForecastsPlot |
Forecasts of the transformed series |
FORECAST(TRANSFORECAST) |
|
ModelForecastsPlot |
Model and forecasts of the original series |
FORECAST(MODELFORECASTS) |
|
ModelForecastsPlot |
Model and forecasts of the transformed series |
FORECAST(TRANSMODELFORECASTS) |
|
ModelPlot |
Model of the original series |
FORECAST(MODELS) |
|
ModelPlot |
Model of the transformed series |
FORECAST(TRANSMODELS) |
|
PACFPlot |
Partial autocorrelation of regression residuals |
SERIES(PACF) |
|
ResidualHistogram |
Distribution of regARIMA residuals |
RESIDUAL(HIST) |
|
SpectralPlot |
Spectral plot of the seasonally adjusted series |
ADJUSTED(SPECTRUM) |
|
SpectralPlot |
Spectral plot of irregular series |
IRREGULAR(SPECTRUM) |
|
SpectralPlot |
Spectral plot of the regARIMA model residuals |
RESIDUAL(SPECTRUM) |
|
SpectralPlot |
Spectral plot of the original series |
SERIES(SPECTRUM) |
|
SqErrorACFPlot |
Autocorrelation of squared regARIMA model residuals |
RESIDUAL(SQACF) |