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 ADJUST statement adjusts the series for leap year and length-of-period factors prior to estimating a regARIMA model. The "Prior Adjustment Factors" table is associated with the ADJUST statement.
The following option can appear in the ADJUST statement:
- PREDEFINED=LOM | LOQ | LPYEAR
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specifies length-of-month adjustment, length-of-quarter adjustment, or leap year adjustment. PREDEFINED=LOM and PREDEFINED=LOQ are equivalent because the actual adjustment is determined by the interval of the time series. Also, because leap year adjustment is a limited form of length-of-period adjustment, only one type of predefined adjustment can be specified. The PREDEFINED= option should not be used in conjunction with PREDEFINED=TD or PREDEFINED=TD1COEF in the REGRESSION statement or MODE=ADD or MODE=PSEUDOADD in the X11 statement. PREDEFINED=LPYEAR cannot be specified unless the series is log transformed.
If the series is to be transformed by using a Box-Cox or logistic transformation, the series is first adjusted according to the ADJUST statement, and then it is transformed.
In the case of a length-of-month adjustment for the series with observations
, each observation is first divided by the number of days in that month, 
, and then multiplied by the average length of month (30.4375), resulting in 
. Length-of-quarter adjustments are performed in a similar manner, resulting in 
, where 
is the length in days of quarter t.
Forecasts of the transformed and adjusted data are transformed and adjusted back to the original scale for output.