The X13 Procedure
- Overview
-
Getting Started
-
SyntaxFunctional SummaryPROC X13 StatementADJUST StatementARIMA StatementAUTOMDL StatementBY StatementCHECK StatementESTIMATE StatementEVENT StatementFORECAST StatementID StatementIDENTIFY StatementINPUT StatementOUTLIER StatementOUTPUT StatementPICKMDL StatementREGRESSION StatementSEATSDECOMP StatementTABLES StatementTRANSFORM StatementUSERDEFINED StatementVAR StatementX11 Statement
-
DetailsData RequirementsMissing ValuesSAS Predefined EventsUser-Defined Regression VariablesCombined Test for the Presence of Identifiable SeasonalityComputationsPICKMDL Model SelectionSEATS DecompositionDisplayed Output, ODS Table Names, and OUTPUT Tablename KeywordsTable D 8.BUsing Auxiliary Variables to Subset Output Data SetsODS GraphicsOUT= Data SetSEATSDECOMP OUT= Data SetSpecial Data Sets
-
ExamplesARIMA Model IdentificationModel EstimationSeasonal AdjustmentRegARIMA Automatic Model SelectionAutomatic Outlier DetectionUser-Defined RegressorsMDLINFOIN= and MDLINFOOUT= Data SetsSetting Regression ParametersCreating an MDLINFO= Data Set for Use with the PICKMDL StatementIllustration of ODS GraphicsAUXDATA= Data Set
- References
Data Requirements
The input data set must contain either quarterly or monthly time series, and the data must be sorted in chronological order within each BY group. For the standard X-13ARIMA-SEATS method, there must be at least three years of observations (12 for quarterly time series or 36 for monthly).
If an ARIMA model is specified in the ARIMA statement, AUTOMDL statement, PICKMDL statement, or the MDLINFOIN= data set, then more than three years of observations might be required in order to fit the ARIMA model and perform the computations associated with the seasonal decomposition and other diagnostics.
The minimum number of observations applies to each series listed in the VAR statement and within each BY group and is determined after any missing values are trimmed from the series.