The X11 Procedure
- Overview
-
Getting Started
-
Syntax
-
DetailsHistorical Development of X-11Implementation of the X-11 Seasonal Adjustment MethodComputational Details for Sliding Spans AnalysisData RequirementsMissing ValuesPrior Daily Weights and Trading-Day RegressionAdjustment for Prior FactorsThe YRAHEADOUT OptionEffect of Backcast and Forecast LengthDetails of Model SelectionOUT= Data SetThe OUTSPAN= Data SetOUTSTB= Data SetOUTTDR= Data SetPrinted OutputODS Table Names
-
Examples
- References
The input data set must contain either quarterly or monthly time series, and the data must be in chronological order. For the standard X-11 method, there must be at least three years of observations (12 for quarterly time series or 36 for monthly) in the input data sets or in each BY group in the input data set if a BY statement is used.
For the X-11-ARIMA method, there must be at least five years of observations (20 for quarterly time series or 60 for monthly) in the input data sets or in each BY group in the input data set if a BY statement is used.