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The X11 Procedure
Overview
Getting Started
Basic Seasonal Adjustment
X-11-ARIMA
Syntax
Functional Summary
PROC X11 Statement
ARIMA Statement
BY Statement
ID Statement
MACURVES Statement
MONTHLY Statement
OUTPUT Statement
PDWEIGHTS Statement
QUARTERLY Statement
SSPAN Statement
TABLES Statement
VAR Statement
Details
Historical Development of X-11
Implementation of the X-11 Seasonal Adjustment Method
Computational Details for Sliding Spans Analysis
Data Requirements
Missing Values
Prior Daily Weights and Trading-Day Regression
Adjustment for Prior Factors
The YRAHEADOUT Option
Effect of Backcast and Forecast Length
Details of Model Selection
OUT= Data Set
The OUTSPAN= Data Set
OUTSTB= Data Set
OUTTDR= Data Set
Printed Output
ODS Table Names
Examples
Component Estimation—Monthly Data
Components Estimation—Quarterly Data
Outlier Detection and Removal
References
Details: X11 Procedure
Subsections:
Historical Development of X-11
Implementation of the X-11 Seasonal Adjustment Method
Computational Details for Sliding Spans Analysis
Data Requirements
Missing Values
Prior Daily Weights and Trading-Day Regression
Adjustment for Prior Factors
The YRAHEADOUT Option
Effect of Backcast and Forecast Length
Details of Model Selection
OUT= Data Set
The OUTSPAN= Data Set
OUTSTB= Data Set
OUTTDR= Data Set
Printed Output
ODS Table Names
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