The X12 Procedure

Syntax: X12 Procedure

The X12 procedure uses the following statements:

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).