The X12 Procedure

Overview

The X12 procedure has several new and enhanced statements, as well as some new predefined regression variables and tables:

BY and ID statements have been added. The user can control forecasting with the FORECAST statement that has the LEAD option. In the TRANSFORM statement, some standard Box-Cox transformations can be requested using the FUNCTION= options, which include the values NONE, LOG, SQRT, INVERSE, LOGISTIC, and AUTO. The X11 statement has been greatly expanded with the addition of the OUTFORECAST, SEASONALMA=, and TRENDMA= options.

The new predefined regression variables available through the REGRESSION PREDEFINED= option are CONSTANT, LOMSTOCK, SEASONAL, TD, TDNOLPYEAR, TD1COEF, and TD1NOPYEAR.

The following new tables are available: prior-adjustment factors (A2), chi-squared tests for groups of regressors (RegressorGroupChisq), average absolute percentage error in win-sample forecasts (AvgFcstErr), seasonal MA roots (Roots), and day of the week trading day component factors (F4).

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