Because the US Census Bureau has included the X-12-ARIMA methodology in the X-13ARIMA-SEATS program, the X12 procedure has been renamed the X13 procedure. You can continue to specify PROC X12 as before, but the X-12-ARIMA methodology will be based on the current method in the X-13ARIMA-SEATS method, including enhancements and improvements.
The following features have been added to the X13 procedure:
The DIFFID= option has been added to the AUTOMDL statement. The DIFFID= option specifies the estimation method of identifying difference orders.
The DIFFID= option is experimental in SAS/ETS 14.1.
The DIFFIDITER= option has been added to the AUTOMDL statement. The DIFFIDITER= option specifies the maximum iterations for exact likelihood for DIFFID=EXACTFIRST.
The DIFFIDITER= option is experimental in SAS/ETS 14.1.
The EXACT= option has been added to the ESTIMATE statement. The EXACT= option specifies the likelihood function to be used for estimating AR and MA parameters.
The EXACT= option is experimental in SAS/ETS 14.1.
The EASTERMEANS= option has been added to the REGRESSION statement. The EASTERMEANS= option specifies the method to be used to calculate the means for the Easter regression variable.
The following tables have been added to the displayed output for automatic modeling: "Check of the Residual Ljung-Box Q Statistic," "Initial Automatic Model Selection," and "Final Checks for Identified Model." In addition, if the orders have been altered during the final checks, the new Orders Altered column in the "Final Automatic Model Selection" table displays a value of Yes. These changes clarify the final automatic model selection process.
The default for the MAXITER= option in the ESTIMATE statement has been changed to 1,500.
The following tables have been added to the tables available in the X11 statement : B7, B13, B17, B20, C1, D8B, and E18.