ODS Table Names and the SAS/ETS Procedures That Produce Them

This table lists the output object table names that SAS/ETS procedures produce. You must license SAS/ETS software in order to produce these output objects. The table provides the name of each table, a description of what the table contains, and the option, if any, that creates the output object table. For more information about SAS/ETS procedures, see SAS/ETS(R) 9.3 User's Guide.

ODS Table Names Produced by the ARIMA Procedure

For detailed information, see the ARIMA procedure in the SAS/ETS(R) 9.3 User's Guide.
Table Name	Description	Option

ODS Tables Created by the IDENTIFY Statement
DescStats	Descriptive statistics
InputDescStats	Input descriptive statistics
CorrGraph	Correlations graph
StationarityTest	Stationarity tests	STATIONARITY
TentativeOrders	Tentative order selections	MINIC, ESACF, or SCAN
PACFGraph	Partial autocorrelations graph
IACFGraph	Inverse autocorrelations graph
ChiSqAuto	Chi-square statistics table for autocorrelation
ChiSqCross	Chi-square statistics table for cross-correlations	CROSSCORR=
MINIC	Minimum information criterion	MINIC
ESACF	Extended sample autocorrelation function	ESACF
ESACFPValues	ESACF probability values	ESACF
SCAN	Squared canonical correlation estimates	SCAN
SCANValues	SCAN chi-square[1] probability values

ODS Tables Created by the ESTIMATE Statement
FitStatistics	Fit statistics
ARPolynomial	Filter equations
MAPolynomial	Filter equations
NumPolynomial	Filter equations
DenPolynomial	Filter equations
ParameterEstimates	Parameter estimates
ChiSqAuto	Chi-square statistics table for autocorrelation
ChiSqCross	Chi-square statistics table for cross-correlations
InitialAREstimates	Initial autoregressive parameter estimates
InitialMAEstimates	Initial moving average parameter estimates
PrelimEstimates	Preliminary estimation
IterHistory	Conditional least squares estimation	METHOD=CLS
OptSummary	ARIMA estimation optimization	PRINTALL
ModelDescription	Model description
InputDescription	Input description
ObjectiveGrid	Objective function grid matrix	GRID
CorrB	Correlations of the estimates

ODS Tables Created by the OUTLIER Statement
OutlierDetails	Detected outliers

ODS Tables Created by the FORECAST Statement
Forecasts	Fit statistics

ODS Table Names Produced by the AUTOREG Procedure

For detailed information, see AUTOREG procedure in the SAS/ETS(R) 9.3 User's Guide.
Table Name	Description	Option

ODS Tables Created by the MODEL Statement
FitSummary	Summary of regression
SummaryDepVarCen	Summary of regression (centered dependent variable)	CENTER
SummaryNoIntercept	Summary of regression (no intercept)	NOINT
YWIterSSE	Yule-Walker iteration sum of squared error	METHOD=ITYW
PreMSE	Preliminary MSEs	NLAG=
Dependent	Dependent variable
DependenceEquations	Linear dependence equation
ARCHTest	Q and LM tests for ARCH disturbances	ARCHTEST
ChowTest	Chow test and predictive chow test	CHOW= or PCHOW=
Godfrey	Godfrey's serial correlation test	GODFREY or GODFREY=
PhilPerron	Phillips-Perron unit root test	STATIONARITY=, (PHILLIPS<=()>), (no regressor)
PhilOul	Phillips-Ouliaris cointegration test	STATIONARITY=, (PHILLIPS<=()>), (has regressor)
ResetTest	Ramsey's RESET test	RESET
ARParameterEstimates	Estimates of autoregressive parameters	NLAG=
CorrGraph	Estimates of autocorrelations	NLAG=
BackStep	Backward elimination of autoregressive terms	BACKSTEP
ExpAutocorr	Expected autocorrelations	NLAG=
IterHistory	Iteration history	ITPRINT
ParameterEstimates	Parameter estimates
ParameterEstimatesGivenAR	Parameter estimates assuming AR parameters are given	NLAG=
PartialAutoCorr	Partial autocorrelation	PARTIAL
CovB	Covariance of parameter estimates	COVB
CorrB	Correlation of parameter estimates	CORRB
CholeskyFactor	Cholesky root of gamma	ALL
Coefficients	Coefficients for first NLAG observations	COEF
GammaInverse	Gamma inverse	GINV
ConvergenceStatus	Convergence status table
DWTest	Durbin-Watson statistics	DW=

ODS Tables Created by the RESTRICT Statement
Restrict	Restriction table

ODS Tables Created by the TEST Statement
FTest	F test
WaldTest	Wald test	TYPE=WALD

ODS Table Names Produced by the ENTROPY Procedure

For detailed information, see ENTROPY procedure in the SAS/ETS(R) 9.3 User's Guide.
Table Name	Description

ConvCrit	Convergence criteria for estimation
ConvergenceStatus	Convergence status
DatasetOptions	Data sets used
MinSummary	Number of parameters, estimation kind
ObsUsed	Observations read, used, and missing
ParameterEstimates	Parameter estimates
ResidSummary	Summary of the SSE, MSE for the equations
TestResults	Test statement table

ODS Table Names Produced by the LOAN Procedure

For detailed information, see LOAN procedure in the SAS/ETS(R) 9.3 User's Guide.
Table Name	Description	Option

ODS Tables Created by the PROC LOAN, FIXED, ARM, BALLOON, and BUYDOWN Statements
Repayment	Loan repayment schedule	SCHEDULE

ODS Tables Created by the FIXED, ARM, BALLOON, and BUYDOWN Statements
LoanSummary	Loan summary
RateList	Rates and payments
PrepayList	Prepayments and periods	PREPAYMENTS=

ODS Tables Created by the BALLOON Statement
BalloonList	Balloon payments and periods

ODS Tables Created by the COMPARE Statement
Comparison	Loan comparison report

ODS Table Names Produced by the MDC Procedure

For detailed information, see MDC procedure in the SAS/ETS(R) 9.3 User's Guide.
Table Name	Description	Option

ODS Tables Created by the MODEL Statement
FitSummary	Summary of nonlinear estimation
ResponseProfile	Response profile
GoodnessOfFit	Pseudo-R² measures
ParameterEstimates	Parameter estimates
LinConSol	Linearly independent active linear constraints
CovB	Covariance of parameter estimates	COVB
CorrB	Correlation of parameter estimates	CORRB

ODS Table Names Produced by the MODEL Procedure

For detailed information, see MODEL procedure in the SAS/ETS(R) 9.3 User's Guide.
Table Name	Description	Option

ODS Tables Created by the FIT Statement
AugGMMCovariance	Cross products matrix	GMM
ChowTest	Structural change test	CHOW=
CollinDiagnostics	Collinearity diagnostics
ConfInterval	Profile likelihood confidence intervals	PRL=
ConvCrit	Convergence criteria for estimation
ConvergenceStatus	Convergence status
CorrB	Correlations of parameters	COVB or CORRB
CorrResiduals	Correlations of residuals	CORRS or COVS
CovB	Covariance of parameters	COVB or CORRB
CovResiduals	Covariance of residuals	CORRS or COVS
Crossproducts	Cross products matrix	ITALL or ITPRINT
DatasetOptions	Data sets used
DetResidCov	Determinant of the residuals	DETAILS
DWTest	Durbin-Watson test	DW=
Equations	List of equations to estimate
EstSummaryMiss	Model summary statistics for PAIRWISE	MISSING=
EstSummaryStats	Objective, objective * N
GMMCovariance	Cross products matrix	GMM
Godfrey	Godfrey's serial correlation test	GF=
HausmanTest	Hausman's test table	HAUSMAN
HeteroTest	Heteroscedasticity test tables	BREUSCH or PAGEN
InvXPXMat	X"X inverse for system	I
IterInfo	Iteration printing	ITALL or ITPRINT
LagLength	Model lag length
MinSummary	Number of parameters, estimation kind
MissingValues	Missing values generated by the program
ModSummary	List of all categorized values
ModVars	List of model variables and parameters
NormalityTest	Normality test table	NORMAL
ObsSummary	Identifies observations with errors
ObsUsed	Observations read, used, and missing	Default
ParameterEstimates	Parameter estimates
ParmChange	Parameter change vector
ResidSummary	Summary of the SSE, MSE for the equations
SizeInfo	Storage requirement for estimation	DETAILS
TermEstimates	Nonlinear OLS and ITOLS estimates	OLS or ITOLS
TestResults	Test statement table
WgtVar	The name of the weight variable
XPXMat	X"X for system	XPX

ODS Tables Created by the SOLVE Statement
DatasetOptions	Data sets used
DescriptiveStatistics	Descriptive statistics	STATS
FitStatistics	Fit statistics for simulation	STATS
LagLength	Model lag length
ModSummary	List of all categorized variables
ObsSummary	Simulation trace output	SOLVEPRINT
ObsUsed	Observations resa, used, and missing
SimulationSummary	Number of variables solved for
SolutionVarList	Solution variable lists
TheilRelStats	Theil relative change error statistics	THEIL
TheilStats	Theil forecast error statistics	THEIL

ODS Tables Created by the FIT and SOLVE Statements
AdjacencyMatrix	Adjacency graph	GRAPH
BlockAnalysis	Block analysis	BLOCK
CodeDependency	Variable cross reference	LISTDEP
CodeList	List of programs statements	LISTCODE
CrossReference	Cross reference listing for program
DepStructure	Dependency structure for the system	BLOCK
DerList	Derivative variables	LISTDER
InterIntg	Integration iteration output	INTGPRINT
MemUsage	Memory usage statistics	MEMORYUSE
ParmReadIn	Parameter estimates read in	ESTDATA=
ProgList	List of compiled program data
RangeInfo	RANGE statement specification
SortAdjacencyMatrix	Sorted adjacency graph	GRAPH
TransitiveClosure	Transitive closure graph	GRAPH

ODS Table Names Produced by the PDLREG Procedure

For detailed information, see PDLREG procedure in the SAS/ETS(R) 9.3 User's Guide.
Table Name	Description	Option

ODS Tables Created by the MODEL Statement
ARParameterEstimates	Estimates of autoregressive parameters	NLAG=
CholeskyFactor	Cholesky root of gamma
Coefficients	Coefficients for first NLAG observations	NLAG=
ConvergenceStatus	Convergence status table
CorrB	Correlation of parameter estimates	CORRB
CorrGraph	Estimates of autocorrelations	NLAG=
CovB	Covariance of parameter estimates	COVB
DependenceEquations	Linear dependence equation
Dependent	Dependent variable
DWTest	Durbin-Watson statistics	DW=
ExpAutocorr	Expected autocorrelations	NLAG=
FitSummary	Summary of regression
GammaInverse	Gamma inverse
IterHistory	Iteration history	ITPRINT
LagDist	Lag distribution	ALL
ParameterEstimates	Parameter estimates
ParameterEstimatesGivenAR	Parameter estimates assuming AR parameters are given	NLAG=
PartialAutoCorr	Partial autocorrelation	PARTIAL
PreMSE	Preliminary MSE	NLAG=
XPXIMatrix	Inverse X"X matrix	XPX
XPXMatrix	X"X matrix	XPX
YWIterSSE	Yule-Walker iteration sum of squared error	METHOD=ITYW

ODS Tables Created by the RESTRICT Statement
Restrict	Restriction table

ODS Table Names Produced by the SIMLIN Procedure

For detailed information, see SIMLIN procedure in the SAS/ETS(R) 9.3 User's Guide.
Table Name	Description	Option

Endogenous	Structural coefficients for endogenous variables
LaggedEndogenous	Structural coefficients for lagged endogenous variables
Exogenous Structural	Coefficients for exogenous variables
InverseCoeff	Inverse coefficient matrix for endogenous variables
RedFormLagEndo	Reduced form for lagged endogenous variables
RedFormExog	Reduced form for exogenous variables
InterimMult	Interim multipliers	INTERIM=option
TotalMult	Total multipliers	TOTAL=option
FitStatistics	Fit statistics

ODS Table Names Produced by the SPECTRA Procedure

For detailed information, see SPECTRA procedure in the SAS/ETS(R) 9.3 User's Guide.
Table Name	Description	Option

WhiteNoiseTest	White noise test	WHITETEST
Kappa	Fishers kappa	WHITETEST
Bartlett	Bartletts Kolmogorov-Smirnov statistic	WHITETEST

ODS Table Names Produced by the STATESPACE Procedure

For detailed information, see STATESPACE procedure in the SAS/ETS(R) 9.3 User's Guide.
Table Name	Description	Option

NObs	Number of observations
Summary	Simple summary statistics table
InfoCriterion	Information criterion table
CovLags	Covariance matrices of input series	PRINTOUT=LONG
CorrLags	Correlation matrices of input series	PRINTOUT=LONG
PartialAR	Partial autoregressive matrices	PRINTOUT=LONG
YWEstimates	Yule-Walker estimates for minimum AIC
CovResiduals	Covariance of residuals	PRINTOUT=LONG
CorrResiduals	Residual correlations from AR models	PRINTOUT=LONG
StateVector	State vector table
CorrGraph	Schematic representation of correlations
TransitionMatrix	Transition matrix
InputMatrix	Input matrix
VarInnov	Variance matrix for the innovation
CovB	Covariance of parameter estimates	COVB
CorrB	Correlation of parameter estimates	COVB
CanCorr	Canonical correlation analysis	CANCORR
IterHistory	Iterative fitting table	ITPRINT
ParameterEstimates	Parameter estimates table
Forecasts	Forecasts table	PRINT
ConvergenceStatus	Convergence status table

ODS Table Names Produced by the SYSLIN Procedure

For detailed information, see SYSLIN procedure in the SAS/ETS(R) 9.3 User's Guide.
Table Name	Description	Option

ANOVA	Summary of the SSE, MSE for the equations
AugXPXMat	Model crossproducts	XPX
AutoCorrStat	Autocorrelation statistics
ConvCrit	Convergence criteria for estimation
ConvergenceStatus	Convergence status
CorrB	Correlations of parameters	CORRB
CorrResiduals	Correlations of residuals	CORRS
CovB	Covariance of parameters	COVB
CovResiduals	Covariance of residuals	COVS
Endomat	Endogenous variables
Equations	List of equations to estimates
ExogMat	Exogenous variables
FitStatistics	Statistics of fit
InvCorrResiduals	Inverse correlations of residuals	CORRS
InvCovResiduals	Inverse covariance of residuals	COVS
InvEndoMat	Inverse endogenous variables
InvXPX	X"X inverse for system	I
IterHistory	Iteration printing	ITALL or ITPRINT
MissingValues	Missing values generated by the program
ModelVars	Name and label for the model
ParameterEstimates	Parameter estimates
RedMat	Reduced form	REDUCED
SimpleStatistics	Descriptive statistics	SIMPLE
SSCP	Model crossproducts
TestResults	Test for overidentifying restrictions
Weight	Weighted model statistics
YPY	Y"Y matrices	USSCP2

ODS Table Names Produced by the TSCSREG Procedure

For detailed information, see TSCSREG procedure in the SAS/ETS(R) 9.3 User's Guide.
Table Name	Description	Option

ODS Tables Created by the MODEL Statement
ModelDescription	Model description
FitStatistics	Fit statistics
FixedEffectsTest	F test for no fixed tests
ParameterEstimates	Parameter estimates
CovB	Covariance of parameter estimates
CorrB	Correlations of parameter estimates
VarianceComponents	Variance component estimates
RandomEffectsTest	Hausman test for random effects
AR1Estimates	First order autoregressive parameter estimates
EstimatedPhiMatrix	Estimated phi matrix	PARKS
EstimatedAutocovariances	Estimates of autocovariances	PARKS

ODS Tables Created by the TEST Statement
TestResults	Test results

ODS Table Names Produced by the TIMESERIES Procedure

For detailed information, see TIMESERIES procedure in the SAS/ETS(R) 9.3 User's Guide.
Table Name	Description

ODS Tables Created by the PRINT=DECOMP Option
SeasonalDecomposition	Seasonal decomposition

ODS Tables Created by the PRINT=DESCSTATS Option
DescStats	Descriptive statistics

ODS Tables Created by the PRINT=SEASONS Option
SeasonStatistics	Season statistics

ODS Tables Created by the PRINT=TRENDS Option
TrendStatistics	Trend statistics

ODS Table Names Produced by the VARMAX Procedure

For detailed information, see VARMAX procedure in the SAS/ETS(R) 9.3 User's Guide.
Table Name	Description	Option

ODS Tables Created by the MODEL Statement
AccumImpulse	Accumulated impulse response matrices	IMPULSE=(ACCUM) or IMPULSE=(ALL)
AccumImpulsX	Accumulated transfer function matrices	IMPULSX=(ACCUM) or IMPULSX=(ALL)
Alpha	α coefficients	JOHANSEN=
AlphaInECM	α coefficients	ECM=
AlphaOnDrift	α coefficients on restriction of a deterministic term	JOHANSEN=
AlphaBetaInECM	π=αβ" coefficients	ECM=
ArchCoef	ARCH coefficients	GARCH=
ARCoef	AR coefficients	P= or DYNAMIC with P=
ARRoots	Roots of AR characteristic polynomial	ROOTS
Beta	β coefficients	JOHANSEN=
BetaInECM	β coefficients	ECM=
BetaOnDrift	β coefficients on restriction of a deterministic term	JOHANSEN=
Constant	Constant estimates	Without NOINT
CorrB	Correlations of parameter estimates	CORRB
CorrResiduals	Cross-correlations of residuals
CorrResidualsGraph	Schematic representation of residual cross-correlations
CorrGraph	Schematic representation of sample cross-correlations	CORRX or CORRY
CorrXLags	Cross-correlation matrices of independent series	CORRX
CorrYLags	Cross-correlation matrices of dependent series	CORRY
CovB	Covariance of parameter estimates	COVB
CovInnov	Covariance matrix for the innovation
CovPredError	Covariance matrices of the prediction error	COVPE
CovResiduals	Cross-covariance matrices of residuals
CovXLags	Cross-covariance matrices of independent series	COVX
CovYLags	Cross-correlations matrices of dependent series	COVY
DecompCovPredError	Decomposition of the prediction error covariance	DECOMPOSE
DFTest	Dickey-Fuller tests	DFTEST
DriftHypo	Hypothesis of different deterministic terms in cointegration rank test	JOHANSEN=
DrifyHypoTest	Test hypothesis of different deterministic terms in cointegration rank test	JOHANSEN=
EigenvalueI2	Eigenvalues in integrated order 2	JOHANSEN= (IORDER=2)
Eta	η coefficients	JOHANSEN= (IORDER=2)
GARCHParameterEstimates	GARCH parameter estimates table	GARCH=
GARCHParameterGraph	Schematic representation of the garch parameters
GARCHRoots	Roots of GARCH characteristic polynomial	GARCH=
GARCHCoef	GARCH coefficients	GARCH=
GARCHConstant	GARCH constant estimates	GARCH=
InfiniteARRepresent	Infinite order AR representation	IARR
InfoCriterion	Information criterion
LinearTrend	Linear trend estimates	TREND=
MACoef	MA coefficients	Q=
MARoots	Roots of MA characteristic polynomial	Q=
MaxTest	Cointegration rank test using the maximum eigenvalue	JOHANSEN= (TYPE=MAX)
MaxTestOnDrift	Cointegration rank test using the maximum eigenvalue on restriction of a deterministic term	JOHANSEN= (TYPE=MAX)
ModelType	Type of model
NObs	Number of observations
OrthoImpulse	Orthogonalized impulse response matrices	IMPULSE=(ORTH) or IMPULSE=(ALL)
ParameterEstimates	Parameter estimates table
ParameterGraph	Schematic representation of the parameters
PartialAR	Partial autoregression matrices	PARCOEF
PartialARGraph	Schematic representation of partial autoregression	PARCOEF
PartialCanCorr	Partial canonical correlation analysis	PCANCORR
PartialCorr	Partial cross-correlation matrices	PCORR
PartialCorrGraph	Schematic representation of partial cross correlations	PCORR
PortmanteauTest	Chi-square test table for residual cross-correlations
ProportionDecomp	Proportions of prediction error covariance decomposition	DECOMPOSE
RankTestI2	Cointegration rank test in integrated order 2	JOHANSEN= (IORDER=2)
QuadTrend	Quadratic trend estimates	TREND=QUAD
SConstant	Seasonal constant estimates	NSEASON=
SimpleImpulse	Impulse response matrices	IMPULSE, IMPULSE=SIMPLE, or IMPULSE=(ALL)
SimpleImpulsX	Impulse response matrices in transfer function	IMPULSX, IMPULSX=(SIMPLE), or IMPULSX=(ALL)
Summary	Simple summary statistics
SWTest	Common trends test	SW or SW=
TentativeOrders	Tentative order selection	MINIC or MINIC=
TraceTest	Cointegration rank test using the trace	JOHANSEN= (TYPE=TRACE)
TraceTestOnDrift	Cointegration rank test using the trace on restriction of a deterministic term	JOHANSEN= (TYPE=TRACE)
UnivarDiagnostAR	Check the AR disturbance for the residuals
UnivarDiagnostCheck	Univariate model diagnostic checks
UnivarDiagnostTest	Check the ARCH disturbance and normality for the residuals
Xi	coefficient matrix	JOHANSEN= (IORDER=2)
XLagCoef	Dependent coefficients	XLAG=
YWEstimates	Yule-Walker estimates	YW
ByVariable	Prints by variable	PRINTFORM=

ODS Tables Created by the COINTEG Statement
AlphaInECM	α coefficients
AlphaBetaInECM	π = αβ" coefficients
BetaInECM	β coefficients
AlphaOnTest	α coefficients under restriction	H= or J=
BetaOnTest	β coefficients under restriction	H= or J=
RestrictMatrix	Restriction matrix for α or β	H= or J=
RestrictTest	Hypothesis testing of α or β	H= or J=
WeakExogeneity	Testing weak exogeneity of each dependent variable with respect to beta	EXOGENEITY

ODS Tables Created by the CAUSAL Statement
Causality	Granger-Causality test

ODS Tables Created by the RESTRICT Statement
Restrict	Restriction table

ODS Tables Created by the TEST Statement
Test	Wald test

ODS Tables Created by the OUTPUT Statement
Forecasts	Forecasts table	Without NOPRINT

ODS Table Names Produced by the X11 Procedure

For detailed information, see X11 procedure in the SAS/ETS(R) 9.3 User's Guide.
Table Name	Description	Option

ODS Tables Created by the MONTHLY and QUARTERLY Statements
Preface	X11 seasonal adjustment program information giving credits, dates, etc.	Always printed unless NOPRINT
A1	Original series
A2	Prior monthly
A3	Original series adjusted for prior monthly factors
A4	Prior trading day adjustment factors with and without length of month adjustments
A5	Original series adjusted for priors
B1	Original series or original series adjusted for priors
B2	Trend cycle — centered nn-term moving average
B3	Unmodified SI ratios
B4	Replacement values for extreme SI ratios
B5	Seasonal factors
B6	Seasonally adjusted series
B7	Trend cycle — Henderson curve
B8	Unmodified SI ratios
B9	Replacement values for extreme SI ratios
B10	Seasonal factors
B11	Seasonally adjusted series
B13	Irregular series
B15	Preliminary trading day regression
B16	Trading day adjustment factors derived from regression
B17	Preliminary weights for irregular components
B18	Trading day adjustment factors from combined weights
B19	Original series adjusted for preliminary combined TD weights
C1	Original series adjusted for preliminary weights
C2	Trend cycle — centered nn-term moving average
C4	Modified SI ratios
C5	Seasonal factors
C6	Seasonally adjusted factors
C7	Trend cycle — Henderson curve
C9	Modified CI ratios
C10	Seasonal factors
C11	Seasonally adjusted series
C13	Irregular series
C15	Final trading day regression
C16	Trading day adjustment factors derived from regression
C17	Final weights for irregular component
C18	Trading day adjustment factors from combined weights
C19	Original series adjusted for final combined TD weights
D1	Original series adjusted for final weights on nn-term moving average
D4	Modified SI ratios
D5	Seasonal factors
D6	Seasonally adjusted series
D7	Trend cycle — Henderson curve
D8	Final unmodified SI ratios
D10	Final season factors
D11	Final seasonally adjusted series
D12	Final trend cycle — Henderson curve
D13	Final irregular series
E1	Original series modified for extremes
E2	Modified seasonally adjusted series
E3	Modified irregular series
E5	Month-to-month changes in original series
E6	Month-to-month changes in final seasonally adjusted series
F1	MCD moving average
A13	ARIMA forecasts	ARIMA statement
A14	ARIMA backcasts	ARIMA statement
A15	ARIMA extrapolation	ARIMA statement
B14	Irregular values excluded from trading day regression
C14	Irregular values excluded from trading day regression
D9	Final replacement values
PriorDailyWgts	Adjusted prior daily weights
TDR_0	Final/preliminary trading day regression, part 1	MONTHLY only, TDREGR=ADJUST, TEST
TDR_1	Final/preliminary trading day regression, part 2	MONTHLY only, TDREGR=ADJUST, TEST
StandErrors	Standard errors of trading day adjustment factors	MONTHLY only, TDREGR=ADJUST, TEST
D9A	Year-to-year change in irregular and seasonal components and moving seasonality ratio
StableSeasTest	Stable seasonality test	MONTHLY only
StableSeasFTest	Stable seasonality test	MONTHLY only
f2a	F2 summary measures, part 1
f2b	F2 summary measures, part 2
f2c	F2 summary measures, part 3
f2d	I/C ratio for monthly/quarterly span
f2f	Average percent change with regard to sign and standard over span
E4	Differences or ratios of annual totals, original and adjusted series
ChartG1	Chart G1
ChartG2	Chart G2

ODS Tables Created by the ARIMA Statement
CriteriaSummary	Criteria summary	ARIMA statement
ConvergeSummary	Convergence summary
ArimaEst	ARIMA estimation results, part 1
ArimaEst2	ARIMA estimation results, part 2
Model_Summary	Model summary
Ljung_BoxQ	Table of Ljung-Box Q statistics
A13	ARIMA forecasts
A14	ARIMA backcasts
A15	ARIMA extrapolation

ODS Tables Created by the SSPAN Statement
SPR0A_1	S 0.A sliding spans analysis, number, and length of spans
SpanDates	S 0.A sliding spans analysis: dates of spans
SPR0B	S 0.B summary of F-tests for stable and moving seasonality
SPR1_1	S 1.A range analysis of seasonal factors
SPR1_b	S 1.B summary of range measures
SPRXA	2XA.1 breakdown of differences by month or quarter
SPRXB_2	S X.B histogram of flagged observation
SPRXA_2	S X.A.2 breakdowns of differences by year
MpdStats	S X.C: Statistics for maximum percentage differences
S_X_A_3	S 2.X.3 breakdown summary of flagged observation
SPR7_X	S 7.X sliding spans analysis	PRINTALL

ODS Table Names Produced by the X12 Procedure

For detailed information, see X12 procedure in the SAS/ETS(R) 9.3 User's Guide.
Table Name	Description

A1	Original series
A2	Prior-adjustment factors
RegParameterEstimates	Regression model parameter estimates
ACF	Autocorrelation factors
PACF	Partial autorrelation factors
ARMAIterationTolerances	Exact ARMA likelihood estimation iteration tolerances
IterHistory	ARMA iteration history
ARMAIterationSummary	Exact ARMA likelihood estimation iteration summary
RegressorGroupChiSq	Chi-squared tests for groups of regressors
ARMAParameterEstimates	Exact ARMA maximum likelihood estimation
AvgFcstErr	Average absolute percentage error in within(out) sample fore(back)casts
Roots	(Non)seasonal (AR)MA roots
MLESummary	Estimation summary
ForecastCL	Forecasts, standard errors, and confidence limits
MV1	Original series adjusted for missing value regressors
A6	RegARIMA trading day component
A8	RegARIMA combined outlier component
A8AO	RegARIMA AO outlier component
A8LS	RegARIMA level change outlier component
A8TC	RegARIMA temporary change outlier component
B1	Prior adjusted or original series
C17	Final weight for irregular components
C20	Final extreme value adjusted factors
D1	Modified original data, D iteration
D7	Preliminary trend cycle, D iteration
D8	Final unmodified S-I ratios
D8A	Seasonality tests
D9	Final replacement values for extreme S-I ratios
D9A	Moving seasonality ratio
D10	Final seasonal factors
D10D	Final seasonal difference
D11	Final seasonally adjusted series
D12	Final trend cycle
D13	Final irregular series
D16	Combined adjustment factors
D16B	Final adjustment differences
D18	Combined calendar adjustment factors
E4	Ratios of annual totals
E5	Percent changes in original series
E6	Percent changes in final seasonally adjusted series
E7	Differences in final trend cycle
F2A-I	Summary measures
F3	Quality assessment statistics
F4	Day of the week trading day component factors
G	Spectral analysis