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The X11 Procedure

PROC X11 Statement

PROC X11 options ;

The following options can appear in the PROC X11 statement:

DATA= SAS-data-set

specifies the input SAS data set used. If it is omitted, the most recently created SAS data set is used.

OUTEXTRAP

adds the extra observations used in ARIMA processing to the output data set.

When ARIMA forecasting/backcasting is requested, extra observations are appended to the ends of the series, and the calculations are carried out on this extended series. The appended observations are not normally written to the OUT= data set. However, if OUTEXTRAP is specified, these extra observations are written to the output data set. If a DATE= variable is specified in the MONTHLY/QUARTERLY statement, the date variable is extrapolated to identify forecasts/backcasts. The OUTEXTRAP option can be abbreviated as OUTEX.

NOPRINT

suppresses any printed output. The NOPRINT option overrides any PRINTOUT=, CHARTS=, or TABLES statement and any output associated with the ARIMA statement.

OUTSPAN= SAS-data-set

specifies the output data set to store the sliding spans analysis results. Tables A1, C18, D10, and D11 for each span are written to this data set. See the section The OUTSPAN= Data Set for details.

OUTSTB= SAS-data-set

specifies the output data set to store the stable seasonality test results (table D8). All the information in the analysis of variance table associated with the stable seasonality test is contained in the variables written to this data set. See the section OUTSTB= Data Set for details.

OUTTDR= SAS-data-set

specifies the output data set to store the trading-day regression results (tables B15 and C15). All the information in the analysis of variance table associated with the trading-day regression is contained in the variables written to this data set. This option is valid only when TDREGR=PRINT, TEST, or ADJUST is specified in the MONTHLY statement. See the section OUTTDR= Data Set for details.

YRAHEADOUT

adds one-year-ahead forecast values to the output data set for tables C16, C18, and D10. The original purpose of this option was to avoid recomputation of the seasonal adjustment factors when new data became available. While computing costs were an important factor when the X-11 method was developed, this is no longer the case and this option is obsolete. See the section The YRAHEADOUT Option for details.

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