The X11 Procedure
- Overview
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Getting Started
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Syntax
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DetailsHistorical Development of X-11Implementation of the X-11 Seasonal Adjustment MethodComputational Details for Sliding Spans AnalysisData RequirementsMissing ValuesPrior Daily Weights and Trading-Day RegressionAdjustment for Prior FactorsThe YRAHEADOUT OptionEffect of Backcast and Forecast LengthDetails of Model SelectionOUT= Data SetThe OUTSPAN= Data SetOUTSTB= Data SetOUTTDR= Data SetPrinted OutputODS Table Names
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Examples
- References
Functional Summary
The statements and options controlling the X11 procedures are summarized in the following table.
|
Description |
Statement |
Option |
|---|---|---|
|
Data Set Options |
||
|
specify input data set |
DATA= |
|
|
write the trading-day regression results to an output data set |
OUTTDR= |
|
|
write the stable seasonality test results to an output data set |
OUTSTB= |
|
|
write table values to an output data set |
OUT= |
|
|
add extrapolated values to the output data set |
OUTEX |
|
|
add year ahead estimates to the output data set |
YRAHEADOUT |
|
|
write the sliding spans analysis results to an output data set |
OUTSPAN= |
|
|
Printing Control Options |
||
|
suppress all printed output |
NOPRINT |
|
|
suppress all printed ARIMA output |
NOPRINT |
|
|
print all ARIMA output |
PRINTALL |
|
|
print selected tables and charts |
||
|
print selected groups of tables |
PRINTOUT= |
|
|
PRINTOUT= |
||
|
print selected groups of charts |
CHARTS= |
|
|
CHARTS= |
||
|
print preliminary tables associated with ARIMA processing |
PRINTFP |
|
|
specify number of decimals for printed tables |
NDEC= |
|
|
NDEC= |
||
|
suppress all printed SSPAN output |
NOPRINT |
|
|
print all SSPAN output |
PRINTALL |
|
|
Date Information Options |
||
|
specify a SAS date variable |
DATE= |
|
|
DATE= |
||
|
specify the beginning date |
START= |
|
|
START= |
||
|
specify the ending date |
END= |
|
|
END= |
||
|
specify beginning year for trading-day regression |
TDCOMPUTE= |
|
|
Declaring the Role of Variables |
||
|
specify BY-group processing |
||
|
specify the variables to be seasonally adjusted |
||
|
specify identifying variables |
||
|
specify the prior monthly factor |
PMFACTOR= |
|
|
Controlling the Table Computations |
||
|
use additive adjustment |
ADDITIVE |
|
|
ADDITIVE |
||
|
specify seasonal factor moving average length |
||
|
specify the extreme value limit for trading-day regression |
EXCLUDE= |
|
|
specify the lower bound for extreme irregulars |
FULLWEIGHT= |
|
|
FULLWEIGHT= |
||
|
specify the upper bound for extreme irregulars |
ZEROWEIGHT= |
|
|
ZEROWEIGHT= |
||
|
include the length-of-month in trading-day regression |
LENGTH |
|
|
specify trading-day regression action |
TDREGR= |
|
|
compute summary measure only |
SUMMARY |
|
|
SUMMARY |
||
|
modify extreme irregulars prior to trend |
TRENDADJ |
|
|
cycle estimation |
TRENDADJ |
|
|
specify moving average length in trend |
TRENDMA= |
|
|
cycle estimation |
TRENDMA= |
|
|
specify weights for prior trading-day factors |