The X13 Procedure

SAS Predefined Events

SAS predefined events are summarized in this section. For complete details about SAS predefined events, see the section "EVENTKEY Statement" in SAS Forecast Studio User's Guide.

Table 45.11 shows a summary of the SAS predefined event keywords. Table 45.12 lists the holiday date keywords that can be used as SAS predefined events. Table 45.13 lists the seasonal date keywords that can be used as SAS predefined events.

Table 45.11: Definitions for EVENTKEY Predefined Event Keywords

Variable Name or

Description

Qualifier Options

Variable Name Format

   

AO<obs>OBS

Outlier

TYPE=POINT VALUE=1

AO<date>D

 

BEFORE=(DURATION=0)

AO<datetime>DT

 

AFTER=(DURATION=0)

LS<obs>OBS

Level-shift

TYPE=LS VALUE=1

LS<date>D

 

BEFORE=(DURATION=0)

LS<datetime>DT

 

AFTER=(DURATION=ALL)

TLS<obs>OBS<n>

Temporary level-shift

TYPE=LS VALUE=1

TLS<date>D<n>

 

BEFORE=(DURATION=0)

TLS<datetime>DT<n>

 

AFTER=(DURATION=<n>)

NLS<obs>OBS

Negative level-shift

TYPE=LS VALUE=–1

NLS<date>D

 

BEFORE=(DURATION=0)

NLS<datetime>DT

 

AFTER=(DURATION=ALL)

CBLS<obs>OBS

US Census Bureau level-shift

TYPE=LS VALUE=–1

CBLS<date>D

 

SHIFT=–1

CBLS<datetime>DT

 

BEFORE=(DURATION=ALL)

   

AFTER=(DURATION=0)

TC<obs>OBS

Temporary change

TYPE=TC VALUE=1

TC<date>D

 

BEFORE=(DURATION=0)

TC<datetime>DT

 

AFTER=(DURATION=ALL)

<date keyword>

Date pulse

TYPE=POINT VALUE=1

   

BEFORE=(DURATION=0)

   

AFTER=(DURATION=0)
   

PULSE=DAY

LINEAR

Polynomial

TYPE=LIN

QUAD

trends

TYPE=QUAD

CUBIC

 

TYPE=CUBIC

   

VALUE=1 BEFORE=(DURATION=ALL)

   

AFTER=(DURATION=ALL)
   

The default timing value is the 0 observation.

INVERSE

Trends

TYPE=INV

LOG

 

TYPE=LOG

   

VALUE=1 BEFORE=(DURATION=0)

   

AFTER=(DURATION=ALL)
   

The default timing value is the 0 observation.

<seasonal

Seasonal

TYPE=POINT

keywords>

 

PULSE= depends on keyword

   

VALUE=1 BEFORE=(DURATION=0)

   

AFTER=(DURATION=0)
   

Timing values are based on keyword.


Table 45.12: Holiday Date Keywords and Definitions

Date Keyword

Definition

BOXING

December 26th

CANADA

July 1st

CANADAOBSERVED

July 1st, or July 2nd if July 1st is a Sunday

CHRISTMAS

December 25th

COLUMBUS

Second Monday in October

EASTER

Easter Sunday

FATHERS

Third Sunday in June

HALLOWEEN

October 31st

LABOR

First Monday in September

MLK

Third Monday in January

MEMORIAL

Last Monday in May

MOTHERS

Second Sunday in May

NEWYEAR

January 1st

THANKSGIVING

Fourth Thursday in November

THANKSGIVINGCANADA

Second Monday in October

USINDEPENDENCE

July 4th

USPRESIDENTS

Third Monday in February (since 1971)

VALENTINES

February 14th

VETERANS

November 11th

VETERANSUSG

Veterans Day date that is observed by

 

US government for

 

Monday–Friday schedule

VETERANSUSPS

Veterans Day date that is observed by

 

US government for

 

Monday–Saturday schedule
 

(US Post Office)

VICTORIA

Monday on or preceding May 24th


Table 45.13: Seasonal Date Keywords and Definitions

Date Keyword

Definition

SECOND_1, …, SECOND_60

Specified second

MINUTE_1, …, MINUTE_60

Beginning of the specified minute

HOUR_1, …, HOUR_24

Beginning of the specified hour

SUNDAY, …, SATURDAY

All Sundays, and so on, in the time series

WEEK_1, …, WEEK_53

First day of the nth week of the year

 

(PULSE=WEEK.n shifts this date for $n \neq 1$)

TENDAY_1, TENDAY_4,

The first day of the month

…, TENDAY_34

 

TENDAY_2, TENDAY_5,

The 11th day of the month

…, TENDAY_35

 

TENDAY_3, TENDAY_6,

The 21st day of the month

…, TENDAY_36

 

SEMIMONTH_1, SEMIMONTH_3,

The first day of the month

…, SEMIMONTH_23

 

SEMIMONTH_2, SEMIMONTH_4,

The 16th day of the month

…, SEMIMONTH_24

 

JANUARY, …, DECEMBER

The first day of the specified month

QTR_1, QTR_2, QTR_3, QTR_4

The first date of the quarter indicated after the underscore

 

(PULSE=QTR.n shifts this date for $n \neq 1$)

SEMIYEAR_1, SEMIYEAR_2

The first date of the semiyear

 

(PULSE=SEMIYEAR.n shifts this date for $n \neq 1$)