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The X11 Procedure

  • Overview
  • Getting Started Getting Started
    Basic Seasonal Adjustment X-11-ARIMA
  • Syntax Procedure Syntax
    Functional Summary PROC X11 Statement ARIMA Statement BY Statement ID Statement MACURVES Statement MONTHLY Statement OUTPUT Statement PDWEIGHTS Statement QUARTERLY Statement SSPAN Statement TABLES Statement VAR Statement
  • Details Procedure Details
    Historical Development of X-11 Implementation of the X-11 Seasonal Adjustment Method Computational Details for Sliding Spans Analysis Data Requirements Missing Values Prior Daily Weights and Trading-Day Regression Adjustment for Prior Factors The YRAHEADOUT Option Effect of Backcast and Forecast Length Details of Model Selection OUT= Data Set The OUTSPAN= Data Set OUTSTB= Data Set OUTTDR= Data Set Printed Output ODS Table Names
  • Examples Procedure Examples
    Component Estimation—Monthly Data Components Estimation—Quarterly Data Outlier Detection and Removal
  • References
 

Details: X11 Procedure

  • Historical Development of X-11
  • Implementation of the X-11 Seasonal Adjustment Method
  • Computational Details for Sliding Spans Analysis
  • Data Requirements
  • Missing Values
  • Prior Daily Weights and Trading-Day Regression
  • Adjustment for Prior Factors
  • The YRAHEADOUT Option
  • Effect of Backcast and Forecast Length
  • Details of Model Selection
  • OUT= Data Set
  • The OUTSPAN= Data Set
  • OUTSTB= Data Set
  • OUTTDR= Data Set
  • Printed Output
  • ODS Table Names
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