The X13 Procedure
- Overview
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Getting Started
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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
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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
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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
References
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Box, G. E. P., Jenkins, G. M., and Reinsel, G. C. (1994). Time Series Analysis: Forecasting and Control. 3rd ed. Englewood Cliffs, NJ: Prentice-Hall.
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Cholette, P. A. (1979). A Comparison and Assessment of Various Adjustment Methods of Sub-annual Series to Yearly Benchmarks. StatCan Staff Paper STC2119, Seasonal Adjustment and Time Series Staff, Statistics Canada, Ottawa.
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Dagum, E. B. (1983). The X-11-ARIMA Seasonal Adjustment Method. Technical Report 12-564E, Statistics Canada, Ottawa.
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Dagum, E. B. (1988). The X-11-ARIMA/88 Seasonal Adjustment Method: Foundations and User’s Manual. Ottawa: Statistics Canada.
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Findley, D. F., Monsell, B. C., Bell, W. R., Otto, M. C., and Chen, B. C. (1998). “New Capabilities and Methods of the X-12-ARIMA Seasonal Adjustment Program.” Journal of Business and Economic Statistics 16:127–176.
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Gómez, V., and Maravall, A. (1997a). Guide for Using the Programs TRAMO and SEATS, Beta Version. Madrid: Banco de España.
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Gómez, V., and Maravall, A. (1997b). Programs TRAMO and SEATS: Instructions for the User, Beta Version. Madrid: Banco de España.
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Hillmer, S. C., and Tiao, G. C. (1982). “An ARIMA-Model-Based Approach to Seasonal Adjustment.” Journal of the American Statistical Association 77:63–70.
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Huot, G. (1975). Quadratic Minimization Adjustment of Monthly or Quarterly Series to Annual Totals. StatCan Staff Paper STC2104, Statistics Canada, Seasonal Adjustment and Time Series Staff, Ottawa.
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Ladiray, D., and Quenneville, B. (2001). Seasonal Adjustment with the X-11 Method. New York: Springer-Verlag.
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Ljung, G. M. (1993). “On Outlier Detection in Time Series.” Journal of the Royal Statistical Society, Series B 55:559–567.
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Lothian, J., and Morry, M. (1978a). A Set of Quality Control Statistics for the X-11-ARIMA Seasonal Adjustment Method. StatCan Staff Paper STC1788E, Seasonal Adjustment and Time Series Analysis Staff, Statistics Canada, Ottawa.
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Lothian, J., and Morry, M. (1978b). A Test for the Presence of Identifiable Seasonality When Using the X-11-ARIMA Program. StatCan Staff Paper STC2118, Seasonal Adjustment and Time Series Analysis Staff, Statistics Canada, Ottawa.
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Shiskin, J., Young, A. H., and Musgrave, J. C. (1967). The X-11 Variant of the Census Method II Seasonal Adjustment Program. Technical Report 15, US Department of Commerce, Bureau of the Census.
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US Bureau of the Census (2009). X-12-ARIMA Reference Manual, Version 0.3. US Bureau of the Census, Washington, DC. http://www.census.gov/ts/x12a/v03/x12adocV03.pdf.
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US Bureau of the Census (2010). X-12-ARIMA Seasonal Adjustment Program, Version 0.3. US Bureau of the Census, Washington, DC. http://www.census.gov/srd/www/x12a/.
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US Bureau of the Census (2013a). X-13ARIMA-SEATS Quick Reference for DOS, Version 1.1. US Bureau of the Census, Washington, DC. http://www.census.gov/ts/x13as/pc/qrefX13ASpc.pdf.
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US Bureau of the Census (2013b). X-13ARIMA-SEATS Quick Reference for UNIX/Linux, Version 1.1. US Bureau of the Census, Washington, DC. http://www.census.gov/ts/x13as/unix/qrefX13ASunix.pdf.
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US Bureau of the Census (2013c). X-13ARIMA-SEATS Reference Manual, Version 1.1. US Bureau of the Census, Washington, DC. http://www.census.gov/ts/x13as/docX13ASHTML.pdf.