OUT= Data Set

You can use the OUTPUT statement to output the component series computed in the X-12-ARIMA decomposition.

The OUT= data set specified in the OUTPUT statement contains the BY variables, if any; the ID variables, if any; and the DATE= variable if the DATE= option is given, or the variable _DATE_ if the DATE= option is not specified. If user-defined regressor variables or EVENT variables are specified, they are included. In addition, the various components specified by the table names in the OUTPUT statement are included in the OUT= data set.

The OUTPUT OUT= data set can contain the following variables:

BY variables

are the BY variables used to subset the series by BY groups. The BY variables included in this data set match the BY variables, if any, used to process the series in the DATA= data set.

ID variables

enable the series observations to be identified using further information. The ID variables included in this data set match the ID variables, if any, specified in the ID statement and input from the DATA= data set.

DATE variable

is the time ID variable used to process the time series. It is either the variable specified in the DATE= option in the PROC X12 statement or the variable _DATE_ generated by the START= option in the PROC X12 statement.

_YEAR_ variable

contains a value for the year of the date variable for the observation. This variable is included in the OUT= data set if YEARSEAS is specified in the OUTPUT statement.

_SEASON_ variable

contains a value for the month or quarter of the date variable for the observation. This variable is included in the OUT= data set if YEARSEAS is specified in the OUTPUT statement.

User-defined variables

are variables specified in the INPUT statement or the USERVAR= option in the REGRESSION statement. The values of these variables are copied from the DATA= data set or from the AUXDATA= data set.

EVENT variables

variables specified in the EVENT statement. The values of these variables are computed based on the event definition and the dates of the time series observations.

Table variables

contains the data from the X-12-ARIMA decomposition tables: A1, A2, A6, A7, A8, A8AO, A8LS, A8TC, A9, A10, A19, B1, C17, C20, D1, D7, D8, D9, D10, D10B, D10D, D11, D11A, D11F, D11R, D12, D13, D16, D16B, D18, E1, E2, E3, E5, E6, E6A, E6R, E7, E8, and MV1. The variable name used in the output data set is the input variable name followed by an underscore and the corresponding table name.