The X11 Procedure
- Overview
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Getting Started
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Syntax
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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
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Examples
- References
The OUTSPAN= option is specified in the PROC statement, and writes the sliding spans results to the specified output data set. The OUTSPAN= data set contains the following variables:
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A1, a numeric variable that is a copy of the original series truncated to the current span. Note that overlapping spans will contain identical values for this variable. -
C18, a numeric variable that contains the trading-day factors for the seasonal adjustment for the current span -
D10, a numeric variable that contains the seasonal factors for the seasonal adjustment for the current span -
D11, a numeric variable that contains the seasonally adjusted series for the current span -
DATE, a numeric variable that contains the date within the current span -
SPAN, a numeric variable that contains the current span. The first span is the earliest span—that is the one with the earliest starting date. -
VARNAME, a character variable containing the name of each variable in the VAR list. A separate sliding spans analysis is performed on each variable in the VAR list.