The X12 Procedure
- Overview
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Getting Started
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SyntaxFunctional SummaryPROC X12 StatementADJUST StatementARIMA StatementAUTOMDL StatementBY StatementCHECK StatementESTIMATE StatementEVENT StatementFORECAST StatementID StatementIDENTIFY StatementINPUT StatementOUTLIER StatementOUTPUT StatementPICKMDL StatementREGRESSION StatementSEATSDECOMP StatementTABLES StatementTRANSFORM StatementUSERDEFINED StatementVAR StatementX11 Statement
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DetailsData RequirementsMissing ValuesSAS Predefined EventsUser-Defined Regression VariablesCombined Test for the Presence of Identifiable SeasonalityComputationsPICKMDL Model SelectionSEATS DecompositionDisplayed Output, ODS Table Names, and OUTPUT Tablename KeywordsUsing Auxiliary Variables to Subset Output Data SetsODS GraphicsOUT= Data SetSEATSDECOMP OUT= Data SetSpecial Data Sets
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ExamplesARIMA Model IdentificationModel EstimationSeasonal AdjustmentRegARIMA Automatic Model SelectionAutomatic Outlier DetectionUser-Defined RegressorsMDLINFOIN= and MDLINFOOUT= Data SetsSetting Regression ParametersCreating an MDLINFO= Data Set for Use with the PICKMDL StatementIllustration of ODS GraphicsAUXDATA= Data Set
- References
PROC X12 can decompose the B1 series by using the SEATS decomposition method described in Gómez and Maravall (1997a, 1997b). The SEATS decomposition method is planned for inclusion in the U.S. Census Bureau’s X13 program, which is not yet available for release.
The SEATS method requires the series to be extended with the same number of backcast and forecast observations. The number of observations backcast and forecast must meet the following minimum criteria:
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The number of forecast and backcast observations must be at least twice the number of observations in a year, with a minimum of 8.
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The number of forecast and backcast observations must be at least
, where the ARIMA model used to extend the series is 
in standard Box-Jenkins notation.
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The number of forecast and backcast observations must be at least
, where the ARIMA model used to extend the series is in standard Box-Jenkins notation.
If you specify the SEATSDECOMP statement and the number of forecasts or backcasts (either the default number or the number you specify) is not sufficient for SEATS decomposition, then the number of forecasts or backcasts is increased to the minimum required.