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
Syntax: X13 Procedure
The X13 procedure uses the following statements:
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PROC X13 options;
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VAR variables;
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BY variables;
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ID variables;
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EVENT variables < / options >;
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USERDEFINED variables;
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TRANSFORM options;
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ADJUST option;
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IDENTIFY options;
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PICKMDL options;
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AUTOMDL options;
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OUTLIER options;
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REGRESSION options;
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INPUT variables < / options > ;
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ARIMA option;
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ESTIMATE options;
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X11 options;
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FORECAST options;
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CHECK options;
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SEATSDECOMP OUT= SAS-data-set <options>;
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OUTPUT OUT= SAS-data-set <YEARSEAS> tablename1 tablename2 …;
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TABLES tablename1 tablename2 …options;
The statements used by PROC X13 perform basically the same function as the Census Bureau’s X-13ARIMA-SEATS specs (specifications). Specs are used in X-13ARIMA-SEATS to control the computations and output. The PROC X13 statement performs some of the same functions as the Series spec in the Census Bureau’s X-13ARIMA-SEATS software. The ADJUST statement performs some of the same functions as the Transform spec. The ARIMA, AUTOMDL, CHECK, ESTIMATE, FORECAST, IDENTIFY, OUTLIER, PICKMDL, REGRESSION, TRANSFORM, and X11 statements are designed to perform the same functions as the corresponding X-13ARIMA-SEATS specs, although full compatibility is not yet available. The Census Bureau documentation X-13ARIMA-SEATS Reference Manual (US Bureau of the Census 2009) provides added insight to the functionality of these statements. The SEATSDECOMP statement is an experimental statement to provide a SEATS (signal extraction in ARIMA time series) seasonal decomposition for the B1 series that uses the same ARIMA model as is used to model the series. For more information about SEATS, see Gómez and Maravall (1997a, 1997b).