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
Table D 8.B
Table D8B displays the same series as Table D8. However, additional information is provided about the D8 series. The following values are displayed as labels for each observation of the series:
-
The first label column indicates whether the D8 series value is extreme as determined by the X-11 extreme value method. An extreme observation is marked with an asterisk in the first label column. This data value is 0 or 1. If D8B or D8BX is specified in the OUTPUT statement, this value is output as the D8BX series to the data set that is specified in the OUT= option in the OUTPUT statement.
-
The second label column contains the number of AO, TC, or RP outliers, if any, that affect the observation. This data value is 0 if no outliers affect the observation. Only the nonzero values are displayed in the table. If D8B or D8BO is specified in the OUTPUT statement, the number of outliers is output as the D8BO series to the data set that is specified in the OUT= option in the OUTPUT statement.
-
The third label column indicates whether the observation is affected by level shift outliers as determined by an X-13ARIMA-SEATS method. This data value contains the number of level shifts that affect the observation. A nonzero value is displayed as "L". If D8B or D8BL is specified in the OUTPUT statement, the data values are output as the D8BL series to the data set that is specified in the OUT= option in the OUTPUT statement.
If any observations in Table D 8.B are affected by extremes, outliers, or level shifts, then notes that indicate the number of observations affected in each category are displayed at the end of the table.