The X11 Procedure

ODS Table Names

PROC X11 assigns a name to each table it creates. You can use these names to reference the table when using the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in the following table.

Note: For monthly and quarterly tables, use the ODS names MonthlyTables and QuarterlyTables; For brevity, only the MonthlyTables are listed here; the QuarterlyTables are simply duplicates. Printing of individual tables can be specified by using the TABLES table_name, which is not listed here. Printing groups of tables is specified in the MONTHLY and QUARTERLY statements by specifying the option PRINTOUT=NONE|STANDARD|LONG|FULL. The default is PRINTOUT=STANDARD.

Table 43.4: ODS Tables Produced in PROC X11

ODS Table Name

Description

Option

ODS Tables Created by the MONTHLY and QUARTERLY Statements

Preface

X11 Seasonal Adjustment Program information giving credits, dates, and so on

always printed unless NOPRINT

A1

Table A1: original series

 

A2

Table A2: prior monthly

 

A3

Table A3: original series adjusted for prior monthly factors

 

A4

Table A4: prior trading day adjustment factors with and without length of month adjustment

 

A5

Table A5: original series adjusted for priors

 

B1

Table B1: original series or original series adjusted for priors

 

B2

Table B2: trend cycle—centered nn-term moving average

 

B3

Table B3: unmodified SI ratios

 

B4

Table B4: replacement values for extreme SI ratios

 

B5

Table B5: seasonal factors

 

B6

Table B6: seasonally adjusted series

 

B7

Table B7: trend cycle—Henderson curve

 

B8

Table B8: unmodified SI ratios

 

B9

Table B9: replacement values for extreme SI ratios

 

B10

Table B10: seasonal factors

 

B11

Table B11: seasonally adjusted series

 

B13

Table B13: irregular series

 

B15

Table B15: preliminary trading day regression

 

B16

Table B16: trading day adjustment factors derived from regression

 

B17

Table B17: preliminary weights for irregular component

 

B18

Table B18: trading day adjustment factors from combined weights

 

B19

Table B19: original series adjusted for preliminary combined trading day weights

 

C1

Table C1: original series adjusted for preliminary weights

 

C2

Table C2: trend cycle—centered nn-term moving average

 

C4

Table C4: modified SI ratios

 

C5

Table C5: seasonal factors

 

C6

Table C6: seasonally adjusted series

 

C7

Table C7 trend cycle—Henderson curve

 

C9

Table C9: modified SI ratios

 

C10

Table C10: seasonal factors

 

C11

Table C11: seasonally adjusted series

 

C13

Table C13: irregular series

 

C15

Table C15: final trading day regression

 

C16

Table C16: trading day adjustment factors derived from regression

 

C17

Table C17: final weights for irregular component

 

C18

Table C18: trading day adjustment factors from combined weights

 

C19

Table C19: original series adjusted for final combined trading day weights

 

D1

Table D1: original series adjusted for final weights nn-term moving average

 

D4

Table D4: modified SI ratios

 

D5

Table D5: seasonal factors

 

D6

Table D6: seasonally adjusted series

 

D7

Table D7: trend cycle—Henderson curve

 

D8

Table D8: final unmodified SI ratios

 

D10

Table D10: final seasonal factors

 

D11

Table D11: final seasonally adjusted series

 

D12

Table D12: final trend cycle—Henderson curve

 

D13

Table D13: final irregular series

 

E1

Table E1: original series modified for extremes

 

E2

Table E2: modified seasonally adjusted series

 

E3

Table E3: modified irregular series

 

E5

Table E5: month-to-month changes in original series

 

E6

Table E6: month-to-month changes in final seasonally adjusted series

 

F1

Table F1: MCD moving average

 

A13

Table A13: ARIMA forecasts

ARIMA statement

A14

Table A14: ARIMA backcasts

ARIMA statement

A15

Table A15: ARIMA extrapolation

ARIMA statement

B14

Table B14: irregular values excluded from trading day regression

 

C14

Table C14: irregular values excluded from trading day regression

 

D9

Table D9: final replacement values

 

PriorDailyWgts

adjusted prior daily weights

 

TDR_0

final/preliminary trading day regression, part 1

MONTHLY only, TDREGR=ADJUST, TEST

TDR_1

final/preliminary trading day regression, part 2

MONTHLY only, TDREGR=ADJUST, TEST

StandErrors

standard errors of trading day adjustment factors

MONTHLY only, TDREGR=ADJUST, TEST

D9A

year-to-year change in irregular and seasonal components and moving seasonality ratio

 

StableSeasTest

stable seasonality test

 

StableSeasFTest

moving seasonality test

 

KruskalWallisTest

nonparametric test for the presence

 
 

of seasonality assuming stability

 

CombinedSeasonalityTest

summary of results and combined test

 
 

for the presence of identifiable seasonality

 

f2a

F2 summary measures, part 1

 

f2b

F2 summary measures, part 2

 

f2c

F2 summary measures, part 3

 

f2d

I/C ratio for monthly/quarterly span

 

f2f

average % change with regard to sign and standard deviation over span

 

E4

differences or ratios of annual totals for original and adjusted series

 

ChartG1

chart G1

 

ChartG2

chart G2

 

ODS Tables Created by the ARIMA Statement

CriteriaSummary

criteria summary

ARIMA statement

ConvergeSummary

convergence summary

 

ArimaEst

ARIMA estimation results, part 1

 

ArimaEst2

ARIMA estimation results, part 2

 

Model_Summary

model summary

 

Ljung_BoxQ

table of Ljung-Box Q statistics

 

A13

Table A13: ARIMA forecasts

 

A14

Table A14: ARIMA backcasts

 

A15

Table A15: ARIMA extrapolation

 

ODS Tables Created by the SSPAN Statement

SPR0A_1

S 0.A sliding spans analysis, number, length of spans

default printing

SpanDates

S 0.A sliding spans analysis: dates of spans

 

SPR0B

S 0.B summary of F tests for stable and moving seasonality

 

SPR1_1

S 1.A range analysis of seasonal factors

 

SPR1_b

S 1.B summary of range measures

 

SPRXA

2XA.1 breakdown of differences by month or quarter

 

SPRXB_2

S X.B histogram of flagged observations

 

SPRXA_2

S X.A.2 breakdown of differences by year

 

MpdStats

S X.C: statistics for maximum percentage differences

 

S_X_A_3

S 2.X.3 breakdown summary of flagged observations

 

SPR7_X

S 7.X sliding spans analysis

PRINTALL