RegARIMA Automatic Model Selection

/*--------------------------------------------------------------

                    SAS Sample Library

        Name: x13ex04.sas
 Description: Example program from SAS/ETS User's Guide,
              The X13 Procedure
       Title: RegARIMA Automatic Model Selection
     Product: SAS/ETS Software
        Keys: seasonal adjustment of time series
        PROC: X13
       Notes:

--------------------------------------------------------------*/

data sales;
   set sashelp.air;
   sales = air;
   date = intnx( 'month', '01sep78'd, _n_-1 );
   format date monyy.;
run;

title 'TRAMO Automatic Model Identification';
ods select UnitRootTestModel
           UnitRootTest
           AutoChoiceModel
           Best5Model
           AutomaticModelChoice
           InitialModelChoice
           FinalModelChecks
           FinalModelChoice
           AutomdlNote;
proc x13 data=sales date=date;
   var sales;
   transform function=log;
   regression predefined=td;
   automdl maxorder=(1,1)
           print=all;
   estimate;
   x11;
   output out=out a1 a2 a6 b1 c17 c20 d1 d7 d8 d9 d10
                  d11 d12 d13 d16 d18;
run;

proc print data=out(obs=21);
   title 'Output Variables Related to Trading Day Regression';
run;