The X11 Procedure

OUTSTB= Data Set

The output data set produced by the OUTSTB= option of the PROC X11 statement contains the information in the analysis of variance on table D8 (Final Unmodified S-I Ratios). This analysis of variance, following table D8 in the printed output, tests for stable seasonality (Shiskin, Young, and Musgrave, 1967, Appendix A). These data contain the following variables:

  • VARNAME, a character variable containing the name of each variable in the VAR list

  • TABLE, a character variable specifying the table from which the analysis of variance is performed. When ARIMA processing is requested, and two passes of X11 are required (when TDREGR=PRINT, TEST, or ADJUST), Table D8 and the stable seasonality test are computed twice: once in the initial pass, then again in the final pass. Both of these computations are put in the OUTSTB data set and are identified by D18.1 and D18.2, respectively.

  • SOURCE, a character variable corresponding to the "source" column in the analysis of variance table following Table D8

  • SS, a numeric variable containing the sum of squares associated with the corresponding source term

  • DF, a numeric variable containing the degrees of freedom associated with the corresponding source term

  • MS, a numeric variable containing the mean square associated with the corresponding source term. MS is missing for the source term "Total"

  • F, a numeric variable containing the F statistic for the "Between" source term. F is missing for all other source terms.

  • PROBF, a numeric variable containing the significance level for the F statistic. PROBF is missing for the source terms "Total" and "Error."