Data Analysis Papers
Seasonal Adjustment Using the X12 Procedure
Tammy Jackson and Michael Leonard, SAS Institute, Federal Forecasters Conference 2000.
Abstract
The U.S. Census Bureau has developed a new seasonal adjustment/decomposition algorithm called X-12-ARIMA that greatly enhances the old X-11 algorithm. The X-12-ARIMA method modifies the X-11 variant of Census Method II by J. Shiskin A.H. Young and J.C. Musgrave of February 1967 and the X-11-ARIMA program based on the methodological research developed by Estela Bee Dagum, Chief of the Seasonal Adjustment and Time Series Staff of Statistics Canada, September 1979. The X12 procedure is a new addition to SAS/ETS software that implements the X-12-ARIMA algorithm developed by the U.S. Census Bureau (Census X12). With the help of employees of the Census Bureau, SAS employees have incorporated the Census X12 algorithm into the SAS System.
There have been numerous papers on the X-12-ARIMA algorithm. This paper provides a brief summary of the algorithm with references for the interested reader. It also summarizes the benefits of using the SAS System for Census X-12 seasonal adjustment/decomposition, briefly describes how to use the X12 procedure, and provides examples that compare the Census X-12 program to the X12 procedure. More details of the X12 procedure can be found in the SAS/ETS Users Guide, Release 8.1.
