The X12 Procedure

Displayed Output, ODS Table Names, and OUTPUT Tablename Keywords

The options specified in PROC X12 control both the tables produced by the procedure and the tables available for output to the OUT= data set specified in the OUTPUT statement.

The displayed output is organized into tables identified by a part letter and a sequence number within the part. The seven major parts of the X12 procedure are as follows:

A: prior adjustments and regARIMA components (optional)
B: preliminary estimates of irregular component weights and trading day regression factors (X-11 method)
C: final estimates of irregular component weights and trading day regression factors
D: final estimates of seasonal, trend cycle, and irregular components
E: analytical tables
F: summary measures
G: charts

Table 37.14 describes the individual tables and charts. “P” indicates that the table is only displayed and is not available for output to the OUT= data set. Data from displayed tables can be extracted into data sets by using the Output Delivery System (ODS). For more information about the SAS Output Delivery System, see the SAS Output Delivery System: User's Guide. For more information about the features of the ODS Graphics system, including the many ways that you can control or customize the plots that are produced by SAS procedures, see Chapter 21: Statistical Graphics Using ODS in SAS/STAT User's Guide.

When tables available through the OUTPUT statement are output using ODS, the summary line is included in the ODS output by default. The summary line gives the average, standard deviation, or total by each period. The value –1 for YEAR indicates that the summary line is a total; the value –2 for YEAR indicates that the summary line is an average; and the value –3 for YEAR indicates that the line is a standard deviation. The value of YEAR for historical and forecast values is greater than or equal to zero. Thus, a negative value indicates a summary line. You can suppress the summary line altogether by specifying the NOSUM option in the TABLES statement. However, the NOSUM option also suppresses the display of the summary line in the displayed table.

“T” indicates that the table is available using the OUTPUT statement, but is not displayed by default; you must request that these tables be displayed by using the TABLES Statement. If there is no notation in the “Notes” column, then the table is available directly using the OUTPUT statement, without specifying the TABLES statement. If a table is not computed, then it is not displayed; if it is requested in the OUTPUT statement, then the variable in the OUT= data set contains missing values. The actual number of tables displayed depends on the options and statements specified.

Table 37.14: Table Names and Descriptions

Table	Description	Notes
Tables Associated with Model Order Identification
ModelDescription	Regression model used in ARIMA model identification	P
ACF	Autocorrelation function	P
PACF	Partial autocorrelation function	P
Tables Associated with Automatic Modeling
UnitRootTestModel	ARIMA estimates for unit root identification	P
UnitRootTest	Results of unit root test for identifying orders of differencing	P
AutoChoiceModel	Models estimated by automatic ARIMA model selection procedure	P
Best5Model	Best five ARIMA models chosen by automatic modeling	P
AutomaticModelChoice	Comparison of automatically selected model and default model	P
FinalModelChoice	Final automatic model choice	P
Diagnostic Tables
ErrorACF	Autocorrelation of regARIMA model residuals	P
ErrorPACF	Partial autocorrelation of regARIMA model residuals	P
SqErrorACF	Autocorrelation of squared regARIMA model residuals	P
ResidualOutliers	Outliers of the unstandardized residuals	P
ResidualStatistics	Summary statistics for the unstandardized residuals	P
NormalityStatistics	Normality statistics for regARIMA model residuals	P
G	Spectral analysis of regARIMA model residuals	P
Modeling Tables
MissingExtreme	Extreme or missing values	P
ARMAIterationTolerances	Exact ARMA likelihood estimation iteration tolerances	P
IterHistory	ARMA iteration history	P
OutlierDetection	Critical values to use in outlier detection	P
PotentialOutliers	Potential outliers	P
ARMAIterationSummary	Exact ARMA likelihood estimation iteration summary	P
ModelDescription	Model description for regARIMA model estimation	P
RegParameterEstimates	Regression model parameter estimates	P
RegressorGroupChiSq	Chi-squared tests for groups of regressors	P
ARMAParameterEstimates	Exact ARMA maximum likelihood estimation	P
AvgFcstErr	Average absolute percentage error in within-sample or without-sample forecasts or backcasts	P
Roots	Seasonal or nonseasonal AR or MA roots	P
MLESummary	Estimation summary	P
ForecastCL	Forecasts, standard errors, and confidence limits	P
MV1	Original series adjusted for missing value regressors
Sequenced Tables
A1	Original series
A2	Prior-adjustment factors
A6	RegARIMA trading day component
A7	RegARIMA holiday component
A8	RegARIMA combined outlier component
A8AO	RegARIMA AO outlier component
A8LS	RegARIMA level change outlier component
A8TC	RegARIMA temporary change outlier component
A9	RegARIMA user-defined regression component
A10	RegARIMA user-defined seasonal component
A19	RegARIMA outlier adjusted original data	T
B1	Prior-adjusted or original series
C17	Final weight for irregular components
C20	Final extreme value adjustment factors	T
D1	Modified original data, D iteration	T
D7	Preliminary trend cycle, D iteration	T
D8	Final unmodified S-I ratios
D8A	Seasonality tests	P
D9	Final replacement values for extreme S-I ratios
D9A	Moving seasonality ratio	P
SeasonalFilter	Seasonal filter statistics for table D10	P
D10	Final seasonal factors
D10B	Seasonal factors, adjusted for user-defined seasonal
D10D	Final seasonal difference
D11	Final seasonally adjusted series
D11A	Final seasonally adjusted series with forced yearly totals
D11F	Factors applied to get adjusted series with forced yearly totals
D11R	Rounded final seasonally adjusted series (with forced yearly totals)
TrendFilter	Trend filter statistics for table D12	P
D12	Final trend cycle
D13	Final irregular series
D16	Combined adjustment factors
D16B	Final adjustment differences
D18	Combined calendar adjustment factors
E1	Original data modified for extremes
E2	Modified seasonally adjusted series
E3	Modified irregular series
E4	Ratios of annual totals	P
E5	Percent changes in original series
E6	Percent changes in final seasonally adjusted series
E6A	Percent changes (differences) in seasonally adjusted series with forced yearly totals (D11.A)
E6R	Percent changes (differences) in rounded seasonally adjusted series (D11.R)
E7	Differences in final trend cycle
E8	Percent changes (differences) in original series adjusted for calendar factors (A18)
F2A-I	Summary measures	P
F3	Quality assessment statistics	P
F4	Day of the week trading day component factors	P
G	Spectral analysis	P